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Technical University of Crete
Technical University of Crete
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| URI | http://purl.tuc.gr/dl/dias/8283D1E3-F08F-4857-B128-A2F810183A56 | - |
| Identifier | https://doi.org/10.1109/ICASSP.1998.681711 | - |
| Language | en | - |
| Extent | 4 pages | en |
| Title | Numerical accuracy issues of recursive least squares algorithms | en |
| Creator | Liavas Athanasios | en |
| Creator | Λιαβας Αθανασιος | el |
| Creator | Regalia, Phillip A., 1962- | en |
| Publisher | Institute of Electrical and Electronics Engineers | en |
| Content Summary | The continuous use of adaptive algorithms is strongly dependent on their behavior in finite-precision environments. We study the nonlinear round-off error accumulation system of the conventional RLS algorithm and we derive bounds for the relative precision of the computations and the accumulated round-off error, which guarantee the numerical stability of the finite-precision implementation of the algorithm. The bounds depend on the conditioning of the problem and the exponential forgetting factor. Simulations agree with our theoretical results | en |
| Type of Item | Πλήρης Δημοσίευση σε Συνέδριο | el |
| Type of Item | Conference Full Paper | en |
| License | http://creativecommons.org/licenses/by/4.0/ | en |
| Date of Item | 2015-11-09 | - |
| Date of Publication | 1998 | - |
| Subject | Adaptive algorithms | en |
| Bibliographic Citation | A. P. Liavas , P. A. Regalia, “Numerical accuracy issues of recursive least squares algorithms,”in 1998 Intern. Conf. Acoustics, Speech and Sig.Processing,pp.1409 - 1412.doi: 10.1109/ICASSP.1998.681711 | en |
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