A note on the error propagation analysis of recursive least squaresalgorithms

  • Authors:

  • Bin Yang

  • Affiliations:

  • Dept. of Electr. Eng., Ruhr-Univ., Bochum

  • Venue:
  • IEEE Transactions on Signal Processing
  • Year:
  • 1994

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Abstract

The article comments on the error propagation analysis of recursive least squares algorithms presented by Ljung and Ljung (1985), Verhaegen (1989), and Haykin (1991). In particular, it corrects some incorrect statements about the error propagation given in the literature. It considers the problem of spatial adaptive filtering using the RLS minimization