scientific article; zbMATH DE number 778093

MaRDI QIDQ4840541zbMATH OpenFDO

Authors Ali H. Sayed, B. Hassibi, T. Kailath

Publication date 24 July 1995

zbMATH Keywords

\(H^ \infty\) optimaladaptive algorithmadaptive filtercentral filtersleast-mean squaresLMS filterrisk-sensitive optimalrobustness

Mathematics Subject Classification ID

(H^infty)-control (93B36) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

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• Optimization of adaptive identification for time-varying filters
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