Analysis of overshoot phenomena in initialisation stage of RLS algorithm

DOI10.1016/0165-1684(95)00033-AMaRDI QIDQ672364zbMATH OpenOpenAlexFDO

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

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)

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• Exact initialization of the recursive least-squares algorithm

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