New insights into the RLS algorithm

DOI10.1155/S1110865704310188MaRDI QIDQ1773713zbMATH OpenOpenAlexFDO

Authors J. Benesty, T. Gänsler

Publication date 3 May 2005

Published in EURASIP Journal on Applied Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1155/s1110865704310188

Mathematics Subject Classification ID

Numerical interpolation (65D05) Least squares and related methods for stochastic control systems (93E24)

Review text

Summary: The recursive least squares (RLS) algorithm is one of the most popular adaptive algorithms that can be found in the literature, due to the fact that it is easily and exactly derived from the normal equations. In this paper, we give another interpretation of the RLS algorithm and show the importance of linear interpolation error energies in the RLS structure. We also give a very efficient way to recursively estimate the condition number of the input signal covariance matrix thanks to fast versions of the RLS algorithm. Finally, we quantify the misalignment of the RLS algorithm with respect to the condition number.

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Cited in

(16)

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• Tracking the condition number for RLS in signal processing
• Neural network for the exact RLS adaptive algorithm
• Clipped input RLS applied to vehicle tracking
• A partially decoupled RLS algorithm for Volterra filters
• Application of recursive least square in single station passive location
• Rotation-based RLS algorithms: unified derivations, numerical properties, and parallel implementations
• A robust recursive least squares algorithm
• Compensation of the RLS algorithm for output nonlinearities
• Exact initialization of the recursive least-squares algorithm
• Artificial Intelligence and Soft Computing - ICAISC 2004
• Analysis of the direct and indirect a posteriori RLSL algorithm
• The KaGE RLS algorithm
• scientific article; zbMATH DE number 5270828 (Why is no real title available?)
• Condition Monitoring of Electrolytic Capacitors via ESR Estimation with Recursive Least Squares and Sliding Mode Techniques
• Analysis of overshoot phenomena in initialisation stage of RLS algorithm

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