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Why do optimal forgetting RLSs exhibit long term divergence and how can this be avoided? - MaRDI portal

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Why do optimal forgetting RLSs exhibit long term divergence and how can this be avoided? (Q1275143)

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scientific article; zbMATH DE number 1238847
Language Label Description Also known as
English
Why do optimal forgetting RLSs exhibit long term divergence and how can this be avoided?
scientific article; zbMATH DE number 1238847

    Statements

    Why do optimal forgetting RLSs exhibit long term divergence and how can this be avoided? (English)
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    12 January 1999
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    adaptive digital filtering
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    FIR filtering
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    optimal least squares
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    fast recursive least squares (FRLS)
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    system identification
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    explosion phenomenon
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    noise at filter input
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    stochastic approximation
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    Identifiers