Extended Kernel Recursive Least Squares Algorithm

DOI10.1109/TSP.2009.2022007MaRDI QIDQ4569887zbMATH OpenOpenAlexFDO

Authors Weifeng Liu, Il Memming Park, Yiwen Wang, José C. Príncipe

Publication date 9 July 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2009.2022007

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Inference from stochastic processes and prediction (62M20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(9)

• Time series prediction using kernel adaptive filter with least mean absolute third loss function
• Kernel recursive generalized mixed norm algorithm
• Symmetry and antisymmetry properties of optimal solutions to regression problems
• A novel extended kernel recursive least squares algorithm
• A novel Kalman filter formulation for improving tracking performance of the extended kernel RLS
• An online AUC formulation for binary classification
• Adaptive control and signal processing literature survey (No. 16)
• LQG online learning
• An extended recursive least-squares \(algorithm^{1}\).

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