Comparative analysis regarding numerical concerns for recursive least squares lattice (RLSL) algorithms

James R. Bunch; Richard C. LeBorne

doi:10.1117/12.190857

28 October 1994 Comparative analysis regarding numerical concerns for recursive least squares lattice (RLSL) algorithms

James R. Bunch, Richard C. LeBorne

Proceedings Volume 2296, Advanced Signal Processing: Algorithms, Architectures, and Implementations V; (1994) https://doi.org/10.1117/12.190857
Event: SPIE's 1994 International Symposium on Optics, Imaging, and Instrumentation, 1994, San Diego, CA, United States

Abstract

Much interest has been devoted to the numerical behavior of the Recursive Least Squares Lattice (RLSL) algorithms. Two types of updating schemes that are equivalent in exact arithmetic have been proposed previously: the direct and the indirect versions of the RLSL algorithm. However, the numerical behavior of these algorithms is quite different, the direct updating scheme being the more robust of the two. We provide the results from an arithmetic error analysis that uses first order approximation techniques to give arithmetic error effects which propagate in both time and order for two fast adaptive RLSL algorithms.

Citation Download Citation

James R. Bunch and Richard C. LeBorne "Comparative analysis regarding numerical concerns for recursive least squares lattice (RLSL) algorithms", Proc. SPIE 2296, Advanced Signal Processing: Algorithms, Architectures, and Implementations V, (28 October 1994); https://doi.org/10.1117/12.190857

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