DocumentCode
813633
Title
Analysis of finite precision effects on a recursive set membership parameter estimation algorithm
Author
Rao, Ashok K. ; Huang, Yih-Fang
Author_Institution
COMSAT Lab., Clarksburg, MD, USA
Volume
40
Issue
12
fYear
1992
fDate
12/1/1992 12:00:00 AM
Firstpage
3081
Lastpage
3085
Abstract
Analysis of error propagation in an optimal bounding ellipsoid (OBE) algorithm is performed which shows that the errors in the estimates due to an initial perturbation are bounded. Simulation results demonstrate that the OBE algorithm can perform better than the conventional recursive least squares (RLS) in small wordlength environments. The analysis presented could also be applied for the finite-precision analysis of recursive weighted least squares algorithms
Keywords
error analysis; least squares approximations; parameter estimation; signal processing; error propagation; finite precision effects; optimal bounding ellipsoid; parameter estimation algorithm; recursive weighted least squares algorithms; Algorithm design and analysis; Covariance matrix; Direction of arrival estimation; Parameter estimation; Signal processing; Signal processing algorithms; Signal resolution; Smoothing methods; Spatial resolution; Speech processing;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.175755
Filename
175755
Link To Document