Analysis of a Recursive Least-Squares Signal-Processing Algorithm

descriptionPublicationkeyboard_double_arrow_right Article , Other literature type 04 Apr 1986 English Publisher:Society for Industrial & Applied Mathematics (SIAM)Journal:SIAM Journal on Scientific and Statistical Computing, volume 10, pages 407-418 (issn: 0196-5204, eissn: 2168-3417,

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Authors: Franklin T. Luk; Sanzheng Qiao;

doi: 10.1137/0910027 , 10.1117/12.936879

Analysis of a Recursive Least-Squares Signal-Processing Algorithm

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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.

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