An extended inverse QR adaptive filtering algorithm
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Publication:674391
DOI10.1016/0165-1684(94)90077-9zbMath0875.93518OpenAlexW2093934927MaRDI QIDQ674391
Thomas Kailath, Poo Gyeon 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(94)90077-9
Kalman filteringAdaptive filteringInverse QRInversion-free extended inverse QRMulti-channel adaptive filteringSquare-root covariance algorithms
Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)