Numerical stability issues of the conventional recursive least squares algorithm

被引：0
|
作者：
Liavas, AP [1 ]
Regalia, PA [1 ]
机构：
[1] Inst Natl Telecommun, Dept Signal & Image, F-91011 Evry, France
来源：
PROCEEDINGS OF THE 1998 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH AND SIGNAL PROCESSING, VOLS 1-6 | 1998年
关键词：
D O I：
暂无
中图分类号：
O42 [声学];
学科分类号：
070206 ; 082403 ;
摘要：
The continuous use of adaptive algorithms is strongly dependent on their behavior in finite-precision environments. We study the nonlinear round-off error accumulation system of the conventional RLS algorithm and we derive bounds for the relative precision of the computations and the accumulated round-off error, which guarantee the numerical stability of the finite-precision implementation of the algorithm. The bounds depend on the conditioning of the problem and the exponential forgetting factor. Simulations agree with our theoretical results.
引用
收藏
页码：1409 / 1412
页数：4
相关论文
共 50 条
  • [1] On the numerical stability and accuracy of the conventional recursive least squares algorithm
    Liavas, AP
    Regalia, PA
    [J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 1999, 47 (01) : 88 - 96
  • [2] New issues on the numerical stability of the fast recursive least squares algorithm
    Gimenez, JRB
    Romano, JMT
    [J]. 38TH MIDWEST SYMPOSIUM ON CIRCUITS AND SYSTEMS, PROCEEDINGS, VOLS 1 AND 2, 1996, : 994 - 997
  • [3] Stability of Compressed Recursive Least Squares with Forgetting Factor Algorithm
    Chen, Shuning
    Gan, Die
    Liu, Kexin
    Lue, Jinhu
    [J]. IFAC PAPERSONLINE, 2023, 56 (02): : 10240 - 10245
  • [4] A robust recursive least squares algorithm
    Chansarkar, MM
    Desai, UB
    [J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 1997, 45 (07) : 1726 - 1735
  • [5] Projected Kernel Recursive Least Squares Algorithm
    Zhao, Ji
    Zhang, Hongbin
    [J]. NEURAL INFORMATION PROCESSING, ICONIP 2017, PT I, 2017, 10634 : 356 - 365
  • [6] Quantized Kernel Recursive Least Squares Algorithm
    Chen, Badong
    Zhao, Songlin
    Zhu, Pingping
    Principe, Jose C.
    [J]. IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS, 2013, 24 (09) : 1484 - 1491
  • [7] Extended Kernel Recursive Least Squares Algorithm
    Liu, Weifeng
    Park, Il
    Wang, Yiwen
    Principe, Jose C.
    [J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2009, 57 (10) : 3801 - 3814
  • [8] Splitting the recursive least-squares algorithm
    Magesacher, T
    Haar, S
    Zukunft, R
    Ödling, P
    Nordström, T
    Börjesson, PO
    [J]. ISSPA 2001: SIXTH INTERNATIONAL SYMPOSIUM ON SIGNAL PROCESSING AND ITS APPLICATIONS, VOLS 1 AND 2, PROCEEDINGS, 2001, : 319 - 322
  • [9] Recursive Algorithm of Generalized Least Squares Estimator
    Xu, Wenke
    Liu, Fuxiang
    [J]. 2010 2ND INTERNATIONAL CONFERENCE ON COMPUTER AND AUTOMATION ENGINEERING (ICCAE 2010), VOL 3, 2010, : 487 - 490
  • [10] The kernel recursive least-squares algorithm
    Engel, Y
    Mannor, S
    Meir, R
    [J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2004, 52 (08) : 2275 - 2285
12345