Tracking the condition number for RLS in signal processing

DOI10.1007/BF01211974MaRDI QIDQ1185808zbMATH OpenFDO

Authors Daniel J. Pierce, Robert J. Plemmons

Publication date 28 June 1992

Published in MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

zbMATH Keywords

signal processingrecursive least squares

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Least squares and related methods for stochastic control systems (93E24)

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Cites work

• scientific article; zbMATH DE number 4213315 (Why is no real title available?)
• scientific article; zbMATH DE number 47864 (Why is no real title available?)
• scientific article; zbMATH DE number 50447 (Why is no real title available?)
• scientific article; zbMATH DE number 3997692 (Why is no real title available?)
• A Survey of Condition Number Estimation for Triangular Matrices
• Adaptive Condition Estimation for Rank-One Updates of QR Factorizations
• Adaptive Lanczos methods for recursive condition estimation
• Analysis of a recursive least squares hyperbolic rotation algorithm for signal processing
• Factorization methods for discrete sequential estimation
• Fast Adaptive Condition Estimation
• Incremental Condition Estimation
• Least squares modifications with inverse factorizations: Parallel implications
• Methods for Modifying Matrix Factorizations
• Numerical aspects of different Kalman filter implementations
• On the rate of growth of condition numbers for convolution matrices
• Recursive Least Squares on a Hypercube Multiprocessor Using the Covariance Factorization
• Square-root algorithms for least-squares estimation

Cited in

(7)

• Adaptive Lanczos methods for recursive condition estimation
• New insights into the RLS algorithm
• Condition Monitoring of Electrolytic Capacitors via ESR Estimation with Recursive Least Squares and Sliding Mode Techniques
• On the effect of probing noise in optimal control LQR via Q-learning using adaptive filtering algorithms
• Conference celebrating the 60th birthday of Robert J. Plemmons. Papers from the conference, Winston-Salem, NC, USA, January 1999
• Dedication to Robert J. Plemmons
• Multivariable system identification for integral controllability

Describes a project that uses

Uses Software

• Matlab

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