State-space recursive least-squares. I.

DOI10.1016/J.SIGPRO.2004.05.022MaRDI QIDQ951676zbMATH OpenOpenAlexFDO

Authors Mohammad Bilal Malik

Publication date 27 October 2008

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sigpro.2004.05.022

zbMATH Keywords

trackingadaptive filteringRLSSSRLSstate-space RLS

Mathematics Subject Classification ID

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

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• James-Stein state filtering algorithms
• scientific article; zbMATH DE number 2059780 (Why is no real title available?)
• \(q\)-state space least mean family of algorithms
• Exact initialization of the recursive least-squares algorithm
• State-space recursive least-squares with adaptive memory
• Non-linear RLS-based algorithm for pattern classification
• A novel Kalman filter formulation for improving tracking performance of the extended kernel RLS
• A novel extended kernel recursive least squares algorithm

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