Title :
Statistical analysis of the soft constrained initialization of recursive least squares algorithms
Author :
Hubing, Nancy E. ; Alexander, S.T.
Author_Institution :
Dept. of Electr. Eng., Missouri-Rolla Univ., MO, USA
Abstract :
An examination is made of the statistical behavior of RLS (recursive least squares) algorithms incorporating soft constrained initialization during the initialization period. In particular, it is shown that the mean and variance of the elements of the weight vector produced by this method are defined, and expressions are given for these quantities. Simulation results for various cases are presented to support the accuracy of these theoretical results
Keywords :
least squares approximations; statistical analysis; RLS algorithms; mean; recursive least squares algorithms; simulation; soft constrained initialization; variance; weight vector; Analytical models; Autocorrelation; Computational modeling; Filters; Interference; Least squares methods; Length measurement; Minimization methods; Resonance light scattering; Statistical analysis;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1990. ICASSP-90., 1990 International Conference on
Conference_Location :
Albuquerque, NM
DOI :
10.1109/ICASSP.1990.115605
