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
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;
Conference_Titel :
European Signal Processing Conference, 1996. EUSIPCO 1996. 8th
Conference_Location :
Trieste, Italy
Print_ISBN :
978-888-6179-83-6
