Numerically stable fast transversal filters for recursive least squares adaptive filtering

DOI10.1109/78.80769zbMath0728.93085OpenAlexW2165653503MaRDI QIDQ3352959

Dirk T. M. Slock, Thomas Kailath

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1109/78.80769

zbMATH Keywords

numerical stabilizationfast recursive least squares transveral filtermultichannel joint-process filtering problem

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Least squares and related methods for stochastic control systems (93E24)

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