Stability analysis of predictor based least squares algorithm and finite precision arithmetic error effects

Stability analysis of predictor based least squares algorithm and finite precision arithmetic error effects

フォーマット:

論文

責任表示:

Wang, Y. ; Nakayama, Kenji

言語:

英語

出版情報:

Institute of Electrical and Electronics Engineers (IEEE), 1996-11-01

著者名:

掲載情報:

Proceedings of the TENCON'96

通号:

2

開始ページ:

608

終了ページ:

613

バージョン:

publisher

概要:

The numerical property of the recursive least squares (RLS) algorithm has been extensively studied. However, very few investigations are reported concerning the numerical behavior of the predictor based least squares (PLS) algorithms that provide the same least square solutions as the RLS algorithm. This paper studies the numerical property of the backward PLS (BPLS) algorithm. First, the stability of the BPLS algorithm is verified by using state space method. Then, … finite-precision arithmetic error effects on both the BPLS and the RLS algorithms are presented through computer simulations. Some important results are obtained, which demonstrate that the BPLS algorithm appears quite robust to round-off errors and provides a much more accuracy and stable numerical performance than that of the RLS algorithm under finite-precision implementation. 続きを見る

URL:

http://hdl.handle.net/2297/11911

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詳細

受理日:	1996-11-01

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