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Proceedings Paper

Analysis Of A Recursive Least Squares Signal Processing Algorithm
Author(s): Franklin T. Luk; Sanzheng Qiao
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Paper Abstract

This paper concerns the recursive least squares algorithm of J.G. McWhirter. We analyze in detail how the method's stability depends on the condition of the data matrix, and we present a new procedure for estimating the error in the computed solution.

Paper Details

Date Published: 4 April 1986
PDF: 6 pages
Proc. SPIE 0696, Advanced Algorithms and Architectures for Signal Processing I, (4 April 1986); doi: 10.1117/12.936879
Show Author Affiliations
Franklin T. Luk, Cornell University (United States)
Sanzheng Qiao, Cornell University (United States)

Published in SPIE Proceedings Vol. 0696:
Advanced Algorithms and Architectures for Signal Processing I
Jeffrey M. Speiser, Editor(s)

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