Error propagation analysis of fast recursive least squares algorithms

被引：0

作者：

Arezki, M. ^{[1
]}

Meyrueis, P. ^{[1
]}

Benallal, A. ^{[2
]}

Guessoum, A. ^{[2
]}

Berkani, D. ^{[3
]}

机构：

[1] Univ Louis Pasteur, ENSPS, Lab Syst Photon, Blvd Sebastien Brant,BP 10413, F-67412 Illkirch Graffenstaden, France

[2] Univ Blida, Dept Elect, LATSI, Blida, Algeria

[3] ENPA, Signal & Commun Lab, Algiers, Algeria

来源：

PROCEEDINGS OF THE NINTH IASTED INTERNATIONAL CONFERENCE ON SIGNAL AND IMAGE PROCESSING | 2007年

关键词：

fast RLS; estimation; adaptive filtering; propagation of errors; numerical stability;

D O I：

暂无

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

In this paper, we present new versions of numerically stable fast recursive least squares (NS-FRLS) algorithms. These new versions are obtained by using some redundant formulae of the fast recursive least squares (FRLS) algorithms. Numerical stabilization is achieved by using a propagation model of first order of the numerical errors. A theoretical justification for these versions is presented by formulating new conditions on the forgetting factor. An advanced comparative method is used to study the efficiency of these new versions relatively to RLS algorithm by calculating their squared norm gains ratio (SNGR). The simulation over a very long duration for a stationary signal did not reveal any tendency to divergence.

引用

页码：101 / +

页数：2

共 12 条

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