Exact initialization of the recursive least-squares algorithm

DOI10.1002/ACS.681MaRDI QIDQ4545944zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 50447 (Why is no real title available?)
• A Method for Computing Least Squares Estimators that Keep Up with the Data

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(4)

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

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