A Recursive Algorithm for Estimating the Correlation Matrix of the Interference Based on the QR Decomposition

DOI10.17516/1997-1397-2020-13-2-160-169OpenAlexW3020369047MaRDI QIDQ5859199

Valery N. Tyapkin, Dmitry D. Dmitriev, Peter Yu. Zverev, Andrey B. Gladyshev

Publication date: 16 April 2021

Published in: Journal of Siberian Federal University. Mathematics & Physics (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/jsfu828

zbMATH Keywords

Kalman filteradaptive algorithmsQR decompositionsystolic algorithmphased antenna arrayrecursive least squares algorithm (RLS)

Mathematics Subject Classification ID

Stochastic systems and control (93Exx)

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