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A stability analysis of predictor-based least squares algorithm
http://hdl.handle.net/2297/24657
http://hdl.handle.net/2297/246570dfc0fed-3d85-4534-988c-f18496b33e2b
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
TE-PR-NAKAYAMA-K-2286.pdf (557.0 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 | A stability analysis of predictor-based least squares algorithm | |||||
| 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 |
Ikeda, Kazushi
× Ikeda, Kazushi× 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 | 金沢大学理工研究域電子情報学系 | |||||
| 書誌情報 |
IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences 巻 E80-A, 号 1163, p. 2286-2290, 発行日 1997-11-25 |
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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 | AN10467885 | |||||
| 出版者 | ||||||
| 出版者 | IEICE 電子情報通信学会 | |||||
| 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 which provide the same least squares solutions as the RLS algorithm. In Ref. [9], we gave a comparative study on the numerical performances of the RLS and the backward PLS (BPLS) algorithms. It was shown that the numerical property of the BPLS algorithm is much superior to that of the RLS algorithm under a finite-precision arithmetic because several main instability sources encountered in the RLS algorithm do not appear in the BPLS algorithm. This paper theoretically shows the stability of the BPLS algorithm by error propagation analysis. Since the time-variant nature of the BPLS algorithm, we prove the stability of the BPLS algorithm by using the method as shown in Ref. [6]. The expectation of the transition matrix in the BPLS algorithm is analyzed and its eigenvalues are shown to have values within the unit circle. Therefore we can say that the BPLS algorithm is numerically stable. | |||||
| 権利 | ||||||
| 権利情報 | (c) IEICE 電子情報通信学会 | |||||
| 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 | |||||
| 関連URI | ||||||
| 識別子タイプ | URI | |||||
| 関連識別子 | http://www.ieice.org/jpn/index.html | |||||
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| 識別子タイプ | URI | |||||
| 関連識別子 | http://ci.nii.ac.jp/naid/110003207779 | |||||
