A recursive modified Gram-Schmidt algorithm for least- squares estimation
- 1 August 1986
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Acoustics, Speech, and Signal Processing
- Vol. 34 (4), 829-836
- https://doi.org/10.1109/tassp.1986.1164877
Abstract
This paper presents a recursive form of the modified Gram-Schmidt algorithm (RMGS). This new recursive least-squares (RLS) estimation algorithm has a computational complexity similar to the conventional RLS algorithm, but is more robust to roundoff errors and has a highly modular structure, suitable for VLSI implementation. Its properties and features are discussed and compared to other LS estimation algorithms.Keywords
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