Stability Analysis of the QR-Recursive Least Squares Algorithm
نویسندگان
چکیده
This paper presents a detailed stability analysis of the QR-RLS algorithm implemented with finite-precision arithmetic. The recursive equations describing the quantization error propagation are deduced and analysed in detail. The stability conditions are then derived. In addition, for the case the tap coefficients are calculed through the backsubstitution algorithm, new analytical expressions for the variance of the deviation in the tap coefficients are presented. The analytical results are verified to be very accurate through simulations.
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