On the numerical stability and accuracy of the conventional recursive least squares algorithm

DOI10.1109/78.738242zbMath1064.93512OpenAlexW2108761738MaRDI QIDQ2732784

Phillip A. Regalia, A. P. Liavas

Publication date: 1999

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/78.738242

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24) Roundoff error (65G50)

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