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Quantization Effects in the RLS Algorithm

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Abstract

In this chapter, several aspects of the finite-wordlength effects in the RLS algorithm are discussed for the cases of implementation with fixed- and floating-point arithmetic [1, 3–6, 8, 9].

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Notes

  1. 1.

    One is due to the inner product at the denominator; one is due to the division; one is due to the product of the division result by 1 ∕ λ; one is to calculate the elements of the outer product of the numerator; the other is the result of quantization of the product of the last two terms.

  2. 2.

    The proof is not relevant but following the lines of (16.30) and considering that its last term is the most relevant, the result follows.

References

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Correspondence to Paulo S. R. Diniz .

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Diniz, P.S.R. (2013). Quantization Effects in the RLS Algorithm. In: Adaptive Filtering. Springer, Boston, MA. https://doi.org/10.1007/978-1-4614-4106-9_16

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  • DOI: https://doi.org/10.1007/978-1-4614-4106-9_16

  • Publisher Name: Springer, Boston, MA

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