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Partitioned Recursive Least Square Algorithm  

Lim, Jun-Seok (Department of Electronics Engineering, Sejong University)
Choi, Seok-Rim (Department of Electronics Engineering, Sejong University)
Publication Information
The Journal of the Acoustical Society of Korea / v.23, no.4E, 2004 , pp. 103-107 More about this Journal
Abstract
In this Paper, we propose an algorithm called partitioned recursive least square (PRLS) that involves a procedure that partitions a large data matrix into small matrices, applies RLS scheme in each of the small sub matrices and assembles the whole size estimation vector by concatenation of the sub-vectors from RLS output of sub matrices. Thus, the algorithm should be less complex than the conventional RLS and maintain an almost compatible estimation performance.
Keywords
RLS; partitioned RLS;
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