Fast square-root RLS adaptive filtering algorithms

DOI10.1016/S0165-1684(97)00006-6MaRDI QIDQ1391682zbMATH OpenOpenAlexFDO

Authors Alberto Carini, Enzo Mumolo

Publication date 22 July 1998

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1684(97)00006-6

zbMATH Keywords

adaptive filteringfast algorithmsrecursive least squaressquare-root factorization

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Least squares and related methods for stochastic control systems (93E24)

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