The authors investigate the role played by the preservation of the displacement rank in the update of covariance matrix time-recursive fast algorithms.

The so-called Fast recursive least squares algorithms are well known to be very sensitive to propagation of errors. A large body of literature.

We survey the numerical stability of some fast algorithms for solving systems of linear equations and linear least squares problems with a low displacement-rank ...

It takes of the order of Na operations to solve a set of N linear equations in N unknowns or to invert the corresponding coefficient matrix.

1.15 Rounding Errors Can Be Beneficial. 1.16 Stability of an Algorithm Depends on the Problem. 1.17 Rounding Errors Are Not Random. 1.18 Designing Stable ...

B. Claude Guéguen, François Desbouvries Preservation of displacement ranks and the numerical stability of time recursive fast algorithms.ICASSP 1989: 1294-1297.

Oct 26, 2024 · The numerical stability of a recent QR -based fast least-squares algorithm is established from a backward stability perspective.

2.6 Numerically Stable Fast Algorithm for Indefinite Matrices. For indefinite matrices, the leading principal submatrices can be (close-to) singular. It is.

In this paper, we derive a new fast algorithm for Recursive Least-Squares (RLS) adaptive ltering. This algorithm is especially suited for adapting very long ...

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