✦ LIBER ✦

Round-off error propagation in four generally-applicable, recursive, least-squares estimation schemes

✍ Scribed by M.H. Verhaegen

Publisher: Elsevier Science
Year: 1989
Tongue: English
Weight: 719 KB
Volume: 25
Category: Article
ISSN: 0005-1098
DOI: 10.1016/0005-1098(89)90013-7

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✦ Synopsis

The numerical robustness of four generallyapplicable, recursive, least-squares estimation schemes is analysed by means of a theoretical round-off propagation study. This study highlights a number of practical, interesting ins;.ghts into the widely-used recursive least-squares schemes. These insights have been confirmed in an experimental verification study.