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

DOI10.1016/S0165-1684(98)00073-5zbMath0910.93087OpenAlexW2005692108MaRDI QIDQ1275143

Mariusz Żółtowski

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)00073-5

zbMATH Keywords

system identificationstochastic approximationfast recursive least squares (FRLS)FIR filteringadaptive digital filteringexplosion phenomenonnoise at filter inputoptimal least squares

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Least squares and related methods for stochastic control systems (93E24) Stochastic approximation (62L20)

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