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A new method to stabilize fast RLS algorithms based on a first-order of the propagation of numerical errors
By: Gilloire, A.; Benallal, A.;
1988 / IEEE
Description
This item was taken from the IEEE Periodical ' A new method to stabilize fast RLS algorithms based on a first-order of the propagation of numerical errors ' An effective method to stabilize fast RLS algorithms is proposed. It is based on the analysis of the propagation of the numerical errors according to a first-order linear model. Two variables are shown to be responsible for the numerical instability. The proposed method modifies the numerical properties of these variables, while preserving the theoretical form of the algorithms. This method is applied to the FTF (fast transversal filter) and fast Kalman algorithms. Experimental results in floating- and fixed-point arithmetic show the efficiency of the method.<
Related Topics
Filtering And Prediction Theory
Least Squares Approximations
Fixed-point Arithmetic
Numerical Errors Propagation
Stability
Fixed-point Arithmetic
First-order Linear Model
Fast Transversal Filter
Fast Kalman Algorithms
Resonance Light Scattering
Kalman Filters
Finite Impulse Response Filter
Eigenvalues And Eigenfunctions
Yttrium
Equations
Fixed-point Arithmetic
Acoustic Applications
Adaptive Filters
Filtering
Digital Filters
Stability
Engineering
Numerical Instability
