A numerically stable fast RLS algorithm for adaptive filtering and prediction based on the UD factorization

DOI10.1109/78.774775zbMath0979.93125OpenAlexW2117029986MaRDI QIDQ2723869

Enzo Mumolo, Alberto Carini

Publication date: 8 July 2001

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/78.774775

zbMATH Keywords

computational complexityadaptive filteringUD factorizationfast RLS algorithms

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Least squares and related methods for stochastic control systems (93E24) Signal detection and filtering (aspects of stochastic processes) (60G35) Complexity and performance of numerical algorithms (65Y20)

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