Floating-point error analysis of recursive least-squares and least-mean-squares adaptive filters

A floating-point error analysis of the Recursive LeastSquares (RLS) and Least-Mean-Squares (LMS) algorithms is presented. Both the prewindowed growing memory RLS algorithm (\lambda = 1) for stationary systems and the exponentially windowed RLS algorithm (\lambda < 1) for time-varying systems are...

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Veröffentlicht in:	IEEE transactions on circuits and systems 1986-12, Vol.33 (12), p.1192-1208
1. Verfasser:	Ardalan, S.
Format:	Artikel
Sprache:	eng
Schlagworte:	Adaptive filters Additive noise Applied sciences Circuit properties Electric, optical and optoelectronic circuits Electronic circuits Electronics Error analysis Error correction Exact sciences and technology Floating-point arithmetic Frequency filters Least squares approximation Noise reduction Resonance light scattering Steady-state Time varying systems
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