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Multichannel parallelizable sliding window RLS and fast RLS algorithms with linear constraints

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Publication:1027271
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DOI10.1016/j.sigpro.2005.06.010zbMath1163.94328OpenAlexW2050021183MaRDI QIDQ1027271

Victor I. Djigan

Publication date: 1 July 2009

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sigpro.2005.06.010


zbMATH Keywords

recursive least squareslinear constraintssliding windowRLSmatrix inversion Lemma


Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)


Related Items (5)

Recursive least squares with linear inequality constraints ⋮ Multi-model approach to characterize human handwriting motion ⋮ Simple recursive algorithm for linear-in-the-parameters nonlinear model identification ⋮ A recursive algorithm for nonlinear model identification ⋮ Identification of nonlinear time-varying systems using an online sliding-window and common model structure selection (CMSS) approach with applications to EEG




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