Round-off error propagation in four generally-applicable, recursive, least-squares estimation schemes
- 1 May 1989
- journal article
- research article
- Published by Elsevier in Automatica
- Vol. 25 (3) , 437-444
- https://doi.org/10.1016/0005-1098(89)90013-7
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
- Numerical aspects of different Kalman filter implementationsIEEE Transactions on Automatic Control, 1986
- Error propagation properties of recursive least-squares adaptation algorithmsAutomatica, 1985
- The Numerical Stability of the Levinson-Durbin Algorithm for Toeplitz Systems of EquationsSIAM Journal on Scientific and Statistical Computing, 1980
- Theory and applications of self-tuning regulatorsAutomatica, 1977
- Perturbation Bounds for the $QR$ Factorization of a MatrixSIAM Journal on Numerical Analysis, 1977
- Stability of the solutions of linear least squares problemsNumerische Mathematik, 1974
- Methods for modifying matrix factorizationsMathematics of Computation, 1974
- The Wiener (Root Mean Square) Error Criterion in Filter Design and PredictionJournal of Mathematics and Physics, 1946