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Analysis of the direct and indirect a posteriori RLSL algorithm
Author(s) -
Bunch J. R.,
Le Borne R. C.,
Proudler I. K.
Publication year - 2001
Publication title -
numerical linear algebra with applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.02
H-Index - 53
eISSN - 1099-1506
pISSN - 1070-5325
DOI - 10.1002/nla.249
Subject(s) - implementation , a priori and a posteriori , trustworthiness , algorithm , mathematics , direct methods , least squares function approximation , reflection (computer programming) , computer science , statistics , programming language , philosophy , physics , computer security , epistemology , nuclear magnetic resonance , estimator
The numerical properties of two implementations of the a posteriori recursive least squares algorithm, the direct and the indirect algorithms, are analysed in order to qualify their numerical trustworthiness. Although both implementations include update recursions that have the potential for large relative errors, the manner in which they are propagated into the update recursions for the reflection coefficients is shown to differ. It is this difference that allows for the direct implementation to be more numerically trustworthy with respect to the indirect implementation. Copyright © 2001 John Wiley & Sons, Ltd.