A parallelizable recursive least squares algorithm for adaptive filtering, with very good tracking properties

DOI10.1080/00207169808804665zbMath0904.93039OpenAlexW2083436406MaRDI QIDQ4392328

George Roussopoulos, E. Koukoutsis, Constantin Papaodysseus, Christos C. Halkias

Publication date: 29 December 1998

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207169808804665

zbMATH Keywords

trackingadaptive algorithmsrecursive least squares filteringfinite windowKalman-type parallel algorithms and filters

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Least squares and related methods for stochastic control systems (93E24) Parallel numerical computation (65Y05)

Cites Work

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