Variable regularized least-squares algorithm: one-step-ahead cost function with equivalent optimality

DOI10.1016/J.SIGPRO.2010.12.004MaRDI QIDQ548900zbMATH OpenOpenAlexFDO

Authors NamWoong Kong, Moon-Soo Chang, Poogyeon Park

Publication date 30 June 2011

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sigpro.2010.12.004

zbMATH Keywords

adaptive filterequivalent optimalityone-step-ahead cost functionvariable regularized least-squares

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) System identification (93B30)

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Cites work

• scientific article; zbMATH DE number 44406 (Why is no real title available?)
• scientific article; zbMATH DE number 50447 (Why is no real title available?)
• A noise resilient variable step-size LMS algorithm
• Array algorithms for H/sup ∞/ estimation
• Displacement Structure: Theory and Applications
• Fast, recursive-least-squares transversal filters for adaptive filtering
• Numerically stable fast transversal filters for recursive least squares adaptive filtering

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