Analysis Of A Recursive Least Squares Signal Processing Algorithm
Franklin T. Luk, Sanzheng Qiao · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 1986
This paper concerns the recursive least squares algorithm of J.G. McWhirter. We analyze in detail how the method's stability depends on the condition of the data matrix, and we present a new procedure for estimating the error in the computed solution.