Title :
A note on the error propagation analysis of recursive least squares algorithms
Author_Institution :
Dept. of Electr. Eng., Ruhr-Univ., Bochum, Germany
fDate :
12/1/1994 12:00:00 AM
Abstract :
The article comments on the error propagation analysis of recursive least squares algorithms presented by Ljung and Ljung (1985), Verhaegen (1989), and Haykin (1991). In particular, it corrects some incorrect statements about the error propagation given in the literature. It considers the problem of spatial adaptive filtering using the RLS minimization
Keywords :
adaptive filters; adaptive signal processing; error analysis; filtering theory; least squares approximations; recursive estimation; RLS minimization; error propagation analysis; recursive least squares algorithms; spatial adaptive filtering; Algorithm design and analysis; Equations; Error analysis; Error correction; Explosives; Filtering algorithms; Least squares methods; Resonance light scattering; Roundoff errors; Vectors;
Journal_Title :
Signal Processing, IEEE Transactions on
