JOURNAL ARTICLE

Analysis of a Recursive Least-Squares Signal-Processing Algorithm

Franklin T. LukSanzheng Qiao

Year: 1989 Journal:   SIAM Journal on Scientific and Statistical Computing Vol: 10 (3)Pages: 407-418   Publisher: Society for Industrial and Applied Mathematics

Abstract

This paper concerns a popular recursive least-squares algorithm for beamforming. The way in which the method’s stability depends on the condition of a special matrix is analyzed in detail, and a new procedure for estimating the error in the computed solution is presented.

Keywords:
Algorithm Signal processing Recursive least squares filter Least-squares function approximation Stability (learning theory) Mathematics Matrix (chemical analysis) Computer science Adaptive filter Mathematical optimization Digital signal processing Statistics Estimator

Metrics

9
Cited By
7.65
FWCI (Field Weighted Citation Impact)
5
Refs
0.97
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

Topics

Structural Health Monitoring Techniques
Physical Sciences →  Engineering →  Civil and Structural Engineering
Advanced Adaptive Filtering Techniques
Physical Sciences →  Engineering →  Computational Mechanics
Antenna Design and Optimization
Physical Sciences →  Engineering →  Aerospace Engineering

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