A conceptual framework for consistency, conditioning, and stability issues in signal processing

IEEE Transactions on Signal Processing

Volumn 49, Issue 9, 2001, Pages 1971-1981

  Bunch, James R ^a   Le Borne, Richard C ^b,c   Proudler, Ian K ^d  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b HAMBURG UNIVERSITY OF TECHNOLOGY   (Germany)

^c Tenneessee Technological University   (United States)

^d DEFENCE SCIENCE AND TECHNOLOGY LABORATORY   (United Kingdom)

Author keywords

Adaptive filters; Analysis (convergence, numerical, stability, tracking)

Indexed keywords

ADAPTIVE ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; LINEAR ALGEBRA; PERTURBATION TECHNIQUES;

NONLINEAR MAPPING;

ADAPTIVE FILTERING;

EID: 0035447406     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.942626     Document Type: Article

References (17)

1. Error analysis revisited
2. Numerical inverting of matrices of high order
3. Error analysis of direct methods of matrix inversion
4. New forms of LS lattice algorithms and an analysis of their round-off error characteristics
5. Numerically robust least-squares lattice-ladder algorithms with direct updating of the reflection coefficients
6. Tracking ill-conditioning for the RLS-lattice algorithms
7. Error accumulation effects for the a posteriori RLSL prediction filter
8. Error propagation properties of recursive least-squares adaptation algorithms
9. Numerical stability issues in fast least-squares adaptation algorithms
10. Numerical stability properties of a QR-based fast least squares algorithm
11. Backward consistency concept and round-off error propagation dynamics in recursive least-squares algorithms