Analysis of overshoot phenomena in initialisation stage of RLS algorithm

DOI10.1016/0165-1684(95)00033-AzbMATH Open0875.93525OpenAlexW2104579117MaRDI QIDQ672364FDOQ672364

Authors: Kwang-Seop Eom, Dong-Jo Park 

Publication date: 28 February 1997

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1684(95)00033-a

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zbMATH Keywords

Adaptive filteringInitial overshootRLS algorithm

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Least squares and related methods for stochastic control systems (93E24)

Cited In (1)

• Exact initialization of the recursive least-squares algorithm

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