Analysis Of A Recursive Least Squares Signal Processing Algorithm

Franklin T. Luk; Sanzheng Qiao

doi:10.1117/12.936879

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

Franklin T. Luk, Sanzheng Qiao

Proceedings Volume 0696, Advanced Algorithms and Architectures for Signal Processing I; (1986) https://doi.org/10.1117/12.936879
Event: 30th Annual Technical Symposium, 1986, San Diego, United States

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.

Citation Download Citation

Franklin T. Luk and 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); https://doi.org/10.1117/12.936879

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