State-space recursive least-squares. I.

DOI10.1016/J.SIGPRO.2004.05.022zbMATH Open1153.93516OpenAlexW4252196513MaRDI QIDQ951676FDOQ951676

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

Recommendations

• State-space recursive least-squares with adaptive memory
• State-space recursive least squares. II.
• A robust, parallelizable, \(O(m)\), a posteriori recursive least squares algorithm for efficient adaptive filtering
• Exact initialization of the recursive least-squares algorithm
• Extended Chandrasekhar recursions

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)

Cited In (9)

• State-space recursive least squares. II.
• James-Stein state filtering algorithms
• \(q\)-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
• Title not available (Why is that?)

This page was built for publication: State-space recursive least-squares. I.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q951676)