Title :
A unified derivation of the fast RLS algorithms
Author :
Wang, Jin-Der ; Trussell, H.J.
Author_Institution :
AT&T Information Systems
Abstract :
The equivalence of three fast fixed order reeursive least squares (RLS] algorithms is shown. The FAEST and FTF algorithms are derived by eliminating redundancies in the fast Kalman algorithm. Exact equivalence is obtained by careful selection of the initial conditions. This equivalence suggests a new rescue variable which can perform no worse than previous ones and can test other symptoms of divergence as well.
Keywords :
Computational complexity; Field-flow fractionation; Kalman filters; Least squares methods; Performance evaluation; Resonance light scattering; Robustness; Testing; Tin; Vectors;
Conference_Titel :
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '86.
DOI :
10.1109/ICASSP.1986.1169083
