Multichannel parallelizable sliding window RLS and fast RLS algorithms with linear constraints

DOI10.1016/J.SIGPRO.2005.06.010MaRDI QIDQ1027271zbMATH OpenOpenAlexFDO

Authors Victor I. Djigan

Publication date 1 July 2009

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sigpro.2005.06.010

zbMATH Keywords

linear constraintsmatrix inversion Lemmarecursive least squaresRLSsliding window

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cited in

(10)

• A modular prewindowing framework for covariance FTF RLS algorithms
• A fast sliding window QRD-RLS algorithm.
• Recursive least squares with linear inequality constraints
• A recursive algorithm for nonlinear model identification
• Identification of nonlinear time-varying systems using an online sliding-window and common model structure selection (CMSS) approach with applications to EEG
• Multi-model approach to characterize human handwriting motion
• A parallelizable recursive least squares algorithm for adaptive filtering, with very good tracking properties
• A sliding-exponential window RLS adaptive filtering algorithm: Properties and applications
• Simple recursive algorithm for linear-in-the-parameters nonlinear model identification
• Multichannel fast QRD-RLS adaptive filtering: block-channel and sequential-channel algorithms based on updating backward prediction errors

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