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Stability analysis of predictor based least squares algorithm and finite precision arithmetic error effects
http://hdl.handle.net/2297/11911
http://hdl.handle.net/2297/11911beb30515-b760-485c-9104-0f280d39ece7
名前 / ファイル | ライセンス | アクション |
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TE-PR-NAKAYAMA-K-608.pdf (832.6 kB)
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Item type | 会議発表論文 / Conference Paper(1) | |||||
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公開日 | 2017-10-03 | |||||
タイトル | ||||||
タイトル | Stability analysis of predictor based least squares algorithm and finite precision arithmetic error effects | |||||
言語 | ||||||
言語 | eng | |||||
資源タイプ | ||||||
資源タイプ識別子 | http://purl.org/coar/resource_type/c_5794 | |||||
資源タイプ | conference paper | |||||
著者 |
Wang, Y.
× Wang, Y.× Nakayama, Kenji |
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書誌情報 |
Proceedings of the TENCON'96 号 2, p. 608-613, 発行日 1996-11-01 |
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出版者 | ||||||
出版者 | Institute of Electrical and Electronics Engineers (IEEE) | |||||
抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | The numerical property of the recursive least squares (RLS) algorithm has been extensively studied. However, very few investigations are reported concerning the numerical behavior of the predictor based least squares (PLS) algorithms that provide the same least square solutions as the RLS algorithm. This paper studies the numerical property of the backward PLS (BPLS) algorithm. First, the stability of the BPLS algorithm is verified by using state space method. Then, finite-precision arithmetic error effects on both the BPLS and the RLS algorithms are presented through computer simulations. Some important results are obtained, which demonstrate that the BPLS algorithm appears quite robust to round-off errors and provides a much more accuracy and stable numerical performance than that of the RLS algorithm under finite-precision implementation. | |||||
著者版フラグ | ||||||
出版タイプ | VoR | |||||
出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 |