NASA NTRS · 19880005326
Round-off error propagation in four generally applicable, recursive, least-squares-estimation schemes
Abstract
The numerical robustness of four generally applicable, recursive, least-squares-estimation schemes is analyzed by means of a theoretical round-off propagation study. This study highlights a number of practical, interesting insights of widely used recursive least-squares schemes. These insights have been confirmed in an experimental study as well.
Keep this discovery
Explore connections, maps & timelines
Verhaegen, M. H.. 1987-12-01. Round-off error propagation in four generally applicable, recursive, least-squares-estimation schemes. https://ntrs.nasa.gov/citations/19880005326
Cite the original work for its findings. Save a collection to share your selection of sources.