An extended inverse \(QR\) adaptive filtering algorithm

DOI10.1016/0165-1684(94)90077-9zbMath0830.93073OpenAlexW2093934927MaRDI QIDQ1341387

Thomas Kailath, Poo Gyeon Park

Publication date: 11 January 1995

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

Full work available at URL: https://doi.org/10.1016/0165-1684(94)90077-9

zbMATH Keywords

filteringinverse QRQR adaptive filteringstate-space estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

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