DocumentCode
2869314
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
fYear
1990
fDate
3-6 Apr 1990
Firstpage
1277
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, 1990. ICASSP-90., 1990 International Conference on
Conference_Location
Albuquerque, NM
ISSN
1520-6149
Type
conf
DOI
10.1109/ICASSP.1990.115605
Filename
115605
Link To Document