Infinite precision analysis of the fast QR decomposition RLS algorithm

This work develops relations for the mean squared value of internal variables in the fast QRD-RLS. The objective is to derive relations based on known characteristics of input signals that predict the behavior of the internal quantities of the algorithm. It is shown that the fast and conventional QRD-RLS algorithms have some variables in common, and thus previous results of the infinite precision analysis of the conventional algorithm remain valid for the fast version. Conditions for avoiding over flow in fixed-point implementations are presented. Simulation results are also shown.<
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