Exact initialization of the recursive least-squares algorithm

DOI10.1002/ACS.681zbMath1006.93072OpenAlexW2093518600MaRDI QIDQ4545944

Per Åhgren, Petre Stoica

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

Mathematics Subject Classification ID

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

Related Items (1)

Recursive nonlinear-system identification using latent variables

Cites Work

• A Method for Computing Least Squares Estimators that Keep Up with the Data
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