Analysis of a stabilization technique for the fixed-point prewindowed RLS algorithm
A stable finite precision recursive least squares (RLS) algorithm is derived for the prewindowed growing memory case (forgetting factor, lambda =1). The prewindowed growing memory RLS algorithm diverges under fixed-point implementation. The random walk phenomenon due to roundoff errors in the weight...
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| Veröffentlicht in: | IEEE transactions on signal processing 1991-09, Vol.39 (9), p.2079-2082 |
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| container_title | IEEE transactions on signal processing |
| container_volume | 39 |
| creator | Adali, T. Ardalan, S.H. |
| description | A stable finite precision recursive least squares (RLS) algorithm is derived for the prewindowed growing memory case (forgetting factor, lambda =1). The prewindowed growing memory RLS algorithm diverges under fixed-point implementation. The random walk phenomenon due to roundoff errors in the weight update causes the divergence of the algorithm. To overcome this effect, these roundoff errors are modeled such that their effect is incorporated into the algorithm. The steady-state behavior of this new algorithm is analyzed, and it is shown that the divergence phenomenon is actually eliminated, and the new algorithm converges.< > |
| doi_str_mv | 10.1109/78.134439 |
| format | Article |
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The prewindowed growing memory RLS algorithm diverges under fixed-point implementation. The random walk phenomenon due to roundoff errors in the weight update causes the divergence of the algorithm. To overcome this effect, these roundoff errors are modeled such that their effect is incorporated into the algorithm. The steady-state behavior of this new algorithm is analyzed, and it is shown that the divergence phenomenon is actually eliminated, and the new algorithm converges.< ></description><identifier>ISSN: 1053-587X</identifier><identifier>EISSN: 1941-0476</identifier><identifier>DOI: 10.1109/78.134439</identifier><identifier>CODEN: ITPRED</identifier><language>eng</language><publisher>IEEE</publisher><subject>Additive noise ; Additive white noise ; Algorithm design and analysis ; Kalman filters ; Least squares methods ; Linear systems ; Noise measurement ; Resonance light scattering ; Roundoff errors ; Signal processing algorithms</subject><ispartof>IEEE transactions on signal processing, 1991-09, Vol.39 (9), p.2079-2082</ispartof><lds50>peer_reviewed</lds50><woscitedreferencessubscribed>false</woscitedreferencessubscribed><citedby>FETCH-LOGICAL-c277t-c7a976e474ecab289d3feda985ee198824b84e72fd2b7484920de020a43cc0253</citedby><cites>FETCH-LOGICAL-c277t-c7a976e474ecab289d3feda985ee198824b84e72fd2b7484920de020a43cc0253</cites></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><linktohtml>$$Uhttps://ieeexplore.ieee.org/document/134439$$EHTML$$P50$$Gieee$$H</linktohtml><link.rule.ids>314,780,784,796,27922,27923,54756</link.rule.ids><linktorsrc>$$Uhttps://ieeexplore.ieee.org/document/134439$$EView_record_in_IEEE$$FView_record_in_$$GIEEE</linktorsrc></links><search><creatorcontrib>Adali, T.</creatorcontrib><creatorcontrib>Ardalan, S.H.</creatorcontrib><title>Analysis of a stabilization technique for the fixed-point prewindowed RLS algorithm</title><title>IEEE transactions on signal processing</title><addtitle>TSP</addtitle><description>A stable finite precision recursive least squares (RLS) algorithm is derived for the prewindowed growing memory case (forgetting factor, lambda =1). The prewindowed growing memory RLS algorithm diverges under fixed-point implementation. The random walk phenomenon due to roundoff errors in the weight update causes the divergence of the algorithm. To overcome this effect, these roundoff errors are modeled such that their effect is incorporated into the algorithm. The steady-state behavior of this new algorithm is analyzed, and it is shown that the divergence phenomenon is actually eliminated, and the new algorithm converges.< ></description><subject>Additive noise</subject><subject>Additive white noise</subject><subject>Algorithm design and analysis</subject><subject>Kalman filters</subject><subject>Least squares methods</subject><subject>Linear systems</subject><subject>Noise measurement</subject><subject>Resonance light scattering</subject><subject>Roundoff errors</subject><subject>Signal processing algorithms</subject><issn>1053-587X</issn><issn>1941-0476</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>1991</creationdate><recordtype>article</recordtype><recordid>eNpFkM9LwzAcxYMoOKcHr55yEjx0Jmm6JMcx_AUFwSl4C2n6rYt0TU0y5vzrrVbw9B58Pzze9yF0TsmMUqKuhZzRnPNcHaAJVZxmhIv54eBJkWeFFK_H6CTGd0Io52o-QatFZ9p9dBH7Bhsck6lc675Mcr7DCey6cx9bwI0POK0HdZ9QZ713XcJ9gJ3rar-DGj-VK2zaNx9cWm9O0VFj2ghnfzpFL7c3z8v7rHy8e1guyswyIVJmhVFiDlxwsKZiUtV5A7VRsgCgSkrGK8lBsKZmleCSK0ZqIIwYnltLWJFP0eWY2wc_lIxJb1y00LamA7-Nmkn---UAXo2gDT7GAI3ug9uYsNeU6J_ZtJB6nG1gL0bWAcA_Nx6_AUW1aGw</recordid><startdate>19910901</startdate><enddate>19910901</enddate><creator>Adali, T.</creator><creator>Ardalan, S.H.</creator><general>IEEE</general><scope>AAYXX</scope><scope>CITATION</scope><scope>7SC</scope><scope>8FD</scope><scope>JQ2</scope><scope>L7M</scope><scope>L~C</scope><scope>L~D</scope></search><sort><creationdate>19910901</creationdate><title>Analysis of a stabilization technique for the fixed-point prewindowed RLS algorithm</title><author>Adali, T. ; Ardalan, S.H.</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c277t-c7a976e474ecab289d3feda985ee198824b84e72fd2b7484920de020a43cc0253</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>1991</creationdate><topic>Additive noise</topic><topic>Additive white noise</topic><topic>Algorithm design and analysis</topic><topic>Kalman filters</topic><topic>Least squares methods</topic><topic>Linear systems</topic><topic>Noise measurement</topic><topic>Resonance light scattering</topic><topic>Roundoff errors</topic><topic>Signal processing algorithms</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Adali, T.</creatorcontrib><creatorcontrib>Ardalan, S.H.</creatorcontrib><collection>CrossRef</collection><collection>Computer and Information Systems Abstracts</collection><collection>Technology Research Database</collection><collection>ProQuest Computer Science Collection</collection><collection>Advanced Technologies Database with Aerospace</collection><collection>Computer and Information Systems Abstracts Academic</collection><collection>Computer and Information Systems Abstracts Professional</collection><jtitle>IEEE transactions on signal processing</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext_linktorsrc</fulltext></delivery><addata><au>Adali, T.</au><au>Ardalan, S.H.</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Analysis of a stabilization technique for the fixed-point prewindowed RLS algorithm</atitle><jtitle>IEEE transactions on signal processing</jtitle><stitle>TSP</stitle><date>1991-09-01</date><risdate>1991</risdate><volume>39</volume><issue>9</issue><spage>2079</spage><epage>2082</epage><pages>2079-2082</pages><issn>1053-587X</issn><eissn>1941-0476</eissn><coden>ITPRED</coden><abstract>A stable finite precision recursive least squares (RLS) algorithm is derived for the prewindowed growing memory case (forgetting factor, lambda =1). The prewindowed growing memory RLS algorithm diverges under fixed-point implementation. The random walk phenomenon due to roundoff errors in the weight update causes the divergence of the algorithm. To overcome this effect, these roundoff errors are modeled such that their effect is incorporated into the algorithm. The steady-state behavior of this new algorithm is analyzed, and it is shown that the divergence phenomenon is actually eliminated, and the new algorithm converges.< ></abstract><pub>IEEE</pub><doi>10.1109/78.134439</doi><tpages>4</tpages></addata></record> |
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| ispartof | IEEE transactions on signal processing, 1991-09, Vol.39 (9), p.2079-2082 |
| issn | 1053-587X 1941-0476 |
| language | eng |
| recordid | cdi_ieee_primary_134439 |
| source | IEEE Electronic Library (IEL) |
| subjects | Additive noise Additive white noise Algorithm design and analysis Kalman filters Least squares methods Linear systems Noise measurement Resonance light scattering Roundoff errors Signal processing algorithms |
| title | Analysis of a stabilization technique for the fixed-point prewindowed RLS algorithm |
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