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

DOI10.1016/J.SIGPRO.2005.06.010zbMATH Open1163.94328OpenAlexW2050021183MaRDI QIDQ1027271FDOQ1027271

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

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zbMATH Keywords

linear constraintsrecursive least squaressliding windowRLSmatrix inversion Lemma

Mathematics Subject Classification ID

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

Cited In (7)

• Identification of nonlinear time-varying systems using an online sliding-window and common model structure selection (CMSS) approach with applications to EEG
• Recursive least squares with linear inequality constraints
• Simple recursive algorithm for linear-in-the-parameters nonlinear model identification
• A recursive algorithm for nonlinear model identification
• Multi-model approach to characterize human handwriting motion
• A modular prewindowing framework for covariance FTF RLS algorithms
• A sliding-exponential window RLS adaptive filtering algorithm: Properties and applications

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