DocumentCode
701606
Title
Asymptotic analysis of the underdetermined recursive least-squares algorithm
Author
Baykal, B. ; Tanrikulu, O. ; Constantinides, A.G.
Author_Institution
Sig. Proc. & Dig. Systs. Sec, Dept. of EE. Eng., Imperial College of Sci., Tech. and Med., London SW7 2BT, UK
fYear
1996
fDate
10-13 Sept. 1996
Firstpage
1
Lastpage
4
Abstract
The asymptotic analysis of the Underdetermined Recursive Least-Squares (URLS) algorithm is performed. In particular, the behaviour of the weight-error correlation matrix is investigated and the misadjustment is calculated. For highly correlated input signals the misadjustment is shown to be inversely proportional to the minimum eigenvalue of the underdetermined order autocorrelation matrix. Simulations are included to justify the conclusions.
Keywords
Algorithm design and analysis; Approximation methods; Correlation; Eigenvalues and eigenfunctions; Optimized production technology; Signal processing algorithms; Uniform resource locators;
fLanguage
English
Publisher
ieee
Conference_Titel
European Signal Processing Conference, 1996. EUSIPCO 1996. 8th
Conference_Location
Trieste, Italy
Print_ISBN
978-888-6179-83-6
Type
conf
Filename
7083333
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