This paper presents a recursive form of the modified Gram-Schmidt algorithm (RMGS). This new recursive least-squares (RLS) estimation algorithm has a computational complexity similar to the conventional RLS algorithm, but is more robust to roundoff errors and has a highly modular structure, suitable for VLSI implementation. Its properties and features are discussed and compared to other LS estimation algorithms.
['Fuyun Ling', 'Dimitris G. Manolakis', 'John G. Proakis']
A recursive modified Gram-Schmidt algorithm for least- squares estimation