Institutional Repository
Technical University of Crete
Technical University of Crete
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| URI: | http://purl.tuc.gr/dl/dias/8283D1E3-F08F-4857-B128-A2F810183A56 | ||
| Year | 1998 | ||
| Type of Item | Conference Full Paper | ||
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| 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 https://doi.org/10.1109/ICASSP.1998.681711 | ||
| Appears in Collections |
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
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