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

DOI10.1109/78.774775zbMath0979.93125MaRDI 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 complexity; adaptive filtering; UD factorization; fast RLS algorithms

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93E24: Least squares and related methods for stochastic control systems

60G35: Signal detection and filtering (aspects of stochastic processes)

65Y20: Complexity and performance of numerical algorithms