## Error Sources, Error Propagation and Methods of Error Correction in LS FIR Filtering and l-step Ahead Prediction

- C. Papaodysseus, Koukoutsis E, C. Vassilatos
- IEEE Trans. on Signal Processing,
- 1994

Highly Influential

In this paper, the exact and actual cause of the failure of the Fast-Kalman Algorithm due to the generation and propagation of finite-precision or quantization error is presented. It is demonstrated that out of all the formulas that constitute this fast Recursive Least Squares (RLS) scheme only three generate an amount of finite precision error that… (More)

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