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
Hauptverfasser:	Adali, T., Ardalan, S.H.
Format:	Artikel
Sprache:	eng
Schlagworte:	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
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