Fast, recursive-least-squares transversal filters for adaptive filtering

DOI10.1109/TASSP.1984.1164334zbMath0577.93073MaRDI QIDQ3699595

John M. Cioffi, Thomas Kailath

Publication date: 1984

Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

zbMATH Keywords

computational complexitystochastic gradient algorithmslinear regression models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Linear regression; mixed models (62J05) Analysis of algorithms and problem complexity (68Q25) Filtering in stochastic control theory (93E11) Adaptive control/observation systems (93C40) Identification in stochastic control theory (93E12) Probabilistic methods, stochastic differential equations (65C99)

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