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Proceedings Paper

Controlling error propagation for the recursive least-squares prediction filter
Author(s): James R. Bunch; Richard C. LeBorne
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Paper Abstract

The nonlinear nature of the family of fast RLSL algorithms has hindered the study of the numerical properties from a general framework. As more and more applications for these types of fast filters have been realized, the numeric properties have become an essential part of algorithm and hardware development. Most work in the past has been algorithm specific, drawing from a stochastic or a numerical analysis viewpoint. We discuss the numeric behavior of errors propagating between successive filter stages in time and discuss satisfactory conditions which guarantee a stable solution.

Paper Details

Date Published: 1 November 1993
PDF: 12 pages
Proc. SPIE 2027, Advanced Signal Processing Algorithms, Architectures, and Implementations IV, (1 November 1993); doi: 10.1117/12.160454
Show Author Affiliations
James R. Bunch, Univ. of California/San Diego (United States)
Richard C. LeBorne, Univ. of California/San Diego (United States)


Published in SPIE Proceedings Vol. 2027:
Advanced Signal Processing Algorithms, Architectures, and Implementations IV
Franklin T. Luk, Editor(s)

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