4 April 1986 Analysis Of A Recursive Least Squares Signal Processing Algorithm
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Abstract
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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