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Numerical performances of recursive least squares and predictor based least squares: A comparative study
http://hdl.handle.net/2297/5650
http://hdl.handle.net/2297/565047a6b53c-63c5-4f80-a090-d93ee442bb39
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
TE-PR-NAKAYAMA-K-745.pdf (581.7 kB)
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| Item type | 学術雑誌論文 / Journal Article(1) | |||||
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| 公開日 | 2017-10-03 | |||||
| タイトル | ||||||
| タイトル | Numerical performances of recursive least squares and predictor based least squares: A comparative study | |||||
| 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_6501 | |||||
| 資源タイプ | journal article | |||||
| 著者 |
Wang, Youhua
× Wang, Youhua× Nakayama, Kenji |
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| 提供者所属 | ||||||
| 内容記述タイプ | Other | |||||
| 内容記述 | 金沢大学大学院自然科学研究科情報システム | |||||
| 書誌情報 |
IEICE transactions on fundamentals of electronics, communications and computer sciences 巻 E-80A, 号 4, p. 745-752, 発行日 1997-04-01 |
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| ISSN | ||||||
| 収録物識別子タイプ | ISSN | |||||
| 収録物識別子 | 0916-8508 | |||||
| NCID | ||||||
| 収録物識別子タイプ | NCID | |||||
| 収録物識別子 | AA0086650X | |||||
| 抄録 | ||||||
| 内容記述タイプ | Abstract | |||||
| 内容記述 | The numerical properties of the recursive least squares (RLS) algorithm and its fast versions have 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 squares solutions as the RLS algorithm. This paper presents a comparative study on the numerical performances of the RLS and the backward PLS (BPLS) algorithms. Theoretical analysis of three main instability sources reported in the literature, including the over-range of the conversion factor, the loss of symmetry and the loss of positive definiteness of the inverse correlation matrix, has been done under a finite-precision arithmetic. Simulation results have confirmed the validity of our analysis. The results show that three main instability sources encountered in the RLS algorithm do not exist in the BPLS algorithm. Consequently, the BPLS algorithm provides a much more stable and robust numerical performance compared with the RLS algorithm. | |||||
| 権利 | ||||||
| 権利情報 | （社）電子情報通信学会の許諾を得て登録 | |||||
| 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 | |||||
