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

DOI10.1016/J.SIGPRO.2010.12.004zbMath1219.94019OpenAlexW2053292491MaRDI QIDQ548900

NamWoong Kong, Moon-Soo Chang, Poo Gyeon 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

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

Cites Work

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• A noise resilient variable step-size LMS algorithm
• Numerically stable fast transversal filters for recursive least squares adaptive filtering
• Fast, recursive-least-squares transversal filters for adaptive filtering
• Array algorithms for H/sup ∞/ estimation
• Displacement Structure: Theory and Applications

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