Abstract
This paper discussed the performance analysis of the recursive least squares (RLS) algorithm. Both mean and mean square behavior are studied. By using novel and more accurate approaching method, accompany with averaging principle, an improved performance analysis of mean square behavior is carried out. It is shown that the theoretical analysis analysis and the simulation result are close to each other, outperforming of the conventional analysis of RLS algorithm. The stability of the basic RLS algorithm is discussed under the new analysis result.
| Original language | English |
|---|---|
| Pages (from-to) | 32-36 |
| Journal | Huanan Ligong Daxue Xuebao/Journal of South China University of Technology (Natural Science) |
| Volume | 29 |
| Issue number | 11 |
| Publication status | Published - Nov 2001 |
| Externally published | Yes |
Research Keywords
- Mean square error analysis
- Recursive least mean square error
- Stability
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