Stability analysis of the QR-recursive least squares algorithm

Author

Siqueira, Marcio G. ; Diniz, Paulo S R

Author_Institution

Federal Univ. of Rio de Janeiro, Brazil

fYear

1993

fDate

16-18 Aug 1993

Firstpage

987

Abstract

This paper presents a detailed stability analysis of the QR-RLS algorithm implemented with finite-precision arithmetic. The recursive equations describing the quantization error propagation are deduced and analysed in detail. The stability conditions are then derived. In addition, for the case where the tap coefficients are calculated through the back-substitution algorithm, new analytical expressions for the variance of the deviation in the tap coefficients are presented. The analytical results are verified to be very accurate through simulations

Keywords

digital arithmetic; least squares approximations; numerical stability; quantisation (signal); recursive estimation; systolic arrays; QR-recursive least squares algorithm; back-substitution algorithm; finite-precision arithmetic; quantization error propagation; recursive equations; stability analysis; tap coefficients; Algorithm design and analysis; Analysis of variance; Analytical models; Arithmetic; Computational modeling; Equations; Filters; Least squares methods; Quantization; Stability analysis;

fLanguage

English

Publisher

ieee

Conference_Titel

Circuits and Systems, 1993., Proceedings of the 36th Midwest Symposium on

Conference_Location

Detroit, MI

Print_ISBN

0-7803-1760-2

Type

conf

DOI

10.1109/MWSCAS.1993.343236

Filename

343236