A fast sliding window QRD-RLS algorithm.

DOI10.1016/S0165-1684(99)00071-7zbMATH Open1034.94531OpenAlexW2032128234MaRDI QIDQ1575166FDOQ1575166

Authors: Hideaki Sakai, Hiroshi Nakaoka 

Publication date: 21 August 2000

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1684(99)00071-7

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zbMATH Keywords

Fast algorithmAdaptive filteringRecursive least squaresSliding window

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited In (3)

• Relaxed annihilation-reordering look-ahead QRD-RLS adaptive filters
• Multichannel parallelizable sliding window RLS and fast RLS algorithms with linear constraints
• A sliding-exponential window RLS adaptive filtering algorithm: Properties and applications

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