Analysis of a Stabilization Techniquefor
نویسنده
چکیده
In this correspondence, a stable nite precision Recursive Least Squares (RLS) algorithm is derived for the prewindowed growing memory case (forgetting factor, = 1). Previously, it has been shown that the prewindowed growing memory RLS algorithm diverges under xed-point implementation 1, 2]. The random walk phenomenon due to roundoo errors in the weight update causes the divergence of the algorithm. To overcome this eeect, these roundoo errors are modeled such that their eeect is incorporated into the algorithm. The steady-state behavior of this new algorithm is analyzed, and it is shown that the divergence phenomenon is actually eliminated, and the new algorithm converges.
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تاریخ انتشار 2008