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タイトル: Stability analysis of predictor based least squares algorithm and finite precision arithmetic error effects
著者: Wang, Y.
Nakayama, Kenji link image
中山, 謙二
発行日: 1996年11月
出版社(者): Institute of Electrical and Electronics Engineers (IEEE)
雑誌名: Proceedings of the TENCON'96
号: 2
開始ページ: 608
終了ページ: 613
抄録: 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.
URI: http://hdl.handle.net/2297/11911
資料種別: Conference Paper
版表示: publisher

このアイテムを引用あるいはリンクする場合は次の識別子を使用してください。 http://hdl.handle.net/2297/11911



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