Stabilizing fast RLS algorithms by leakage

DOI10.1016/S0165-1684(98)00110-8MaRDI QIDQ1274524zbMATH OpenOpenAlexFDO

Authors S. Binde

Publication date 12 January 1999

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1684(98)00110-8

zbMATH Keywords

convergenceeigenvalue analysisFast recursive least squares algorithmsleakagestabilitytracking

Mathematics Subject Classification ID

Roundoff error (65G50) Least squares and related methods for stochastic control systems (93E24)

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(4)

• A stabilized fast transversal filters algorithm for recursive least squares adaptive filtering
• Numerically stable fast transversal filters for recursive least squares adaptive filtering
• Stabilizing the fast Kalman algorithms
• A simplified FTF-type algorithm for adaptive filtering

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