Exact initialization of the recursive least-squares algorithm

DOI10.1002/ACS.681zbMATH Open1006.93072OpenAlexW2093518600MaRDI QIDQ4545944FDOQ4545944

Authors: Petre Stoica, Per Åhgren 

Publication date: 18 August 2002

Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/acs.681

Recommendations

• Recursive least squares with linear constraints
• New insights into the RLS algorithm
• Analysis of overshoot phenomena in initialisation stage of RLS algorithm
• State-space recursive least-squares. I.
• Variants of the Greville Formula with Applications to Exact Recursive Least Squares

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24)

Cites Work

• Title not available (Why is that?)
• A Method for Computing Least Squares Estimators that Keep Up with the Data

Cited In (4)

• State-space recursive least-squares. I.
• New insights into the RLS algorithm
• Recursive nonlinear-system identification using latent variables
• Recursive SURE for iterative reweighted least square algorithms

This page was built for publication: Exact initialization of the recursive least-squares algorithm

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4545944)