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A note on “On-line parameter identification algorithms based on Householder transformation”

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2 Author(s)
Niehsen, W. ; Tech. Hochschule Aachen, Germany ; Owenier, K.-A.

A detailed comparison of two on-line recursive least squares algorithms is presented. Liu's (see IEEE Trans. Signal Processing, vol.41, p.2863-71, Sept. 1993) fast on-line least squares algorithm based on Householder transformation and a stabilized version of a least squares algorithm based on the matrix pseudoinverse are considered

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Signal Processing, IEEE Transactions on  (Volume:45 ,  Issue: 8 )