4 April 1986 Analysis Of A Recursive Least Squares Signal Processing Algorithm
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This paper concerns the recursive least squares algorithm of J.G. McWhirter. We analyze in detail how the method's stability depends on the condition of the data matrix, and we present a new procedure for estimating the error in the computed solution.
© (1986) COPYRIGHT Society of Photo-Optical Instrumentation Engineers (SPIE). Downloading of the abstract is permitted for personal use only.
Franklin T. Luk, Franklin T. Luk, Sanzheng Qiao, Sanzheng Qiao, } "Analysis Of A Recursive Least Squares Signal Processing Algorithm", Proc. SPIE 0696, Advanced Algorithms and Architectures for Signal Processing I, (4 April 1986); doi: 10.1117/12.936879; https://doi.org/10.1117/12.936879


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