A detailed comparison of two on-line recursive least squares algorithms is presented. Liu's (see IEEE Trans. Signal Processing, vol.41, p.2863-71, Sept. 1993) fast on-line least squares algorithm based on Householder transformation and a stabilized version of a least squares algorithm based on the matrix pseudoinverse are considered.
['Wolfgang Niehsen', 'Klaus-Albert Owenier']
A note on "On-line parameter identification algorithms based on Householder transformation"