Title :
Finite precision analysis of the conventional QR decomposition RLS algorithm
Author :
Siqueira, M.G. ; Diniz, P.S.R.
Author_Institution :
COPPE, Univ. Federal do Rio de Janeiro, Brazil
Abstract :
This paper presents relations for predicting the mean squared values in the deviations of the outputs in the conventional QRD-RLS algorithm due to quantization effects. A set of formulas are presented, along with a procedure to employ them to calculate the expected value of the squared norm of the tap deviation and the mean squared value of the error signal deviation. Simulation results are presented to show the accuracy of the obtained results
Keywords :
adaptive filters; filtering theory; least squares approximations; QR decomposition RLS algorithm; filter design; finite precision analysis; mean squared values; quantization effects; Adaptive filters; Algorithm design and analysis; Arithmetic; Difference equations; Error analysis; Filtering algorithms; Least squares methods; Quantization; Resonance light scattering; Signal analysis;
Conference_Titel :
Circuits and Systems, 1994., Proceedings of the 37th Midwest Symposium on
Conference_Location :
Lafayette, LA
Print_ISBN :
0-7803-2428-5
DOI :
10.1109/MWSCAS.1994.518978
