Large System Transient Analysis of Adaptive Least Squares Filtering

DOI10.1109/TIT.2005.850081zbMath1310.94029OpenAlexW2140550285MaRDI QIDQ3547820

Michael Hönig, Weimin Xiao

Publication date: 21 December 2008

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.2005.850081

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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