A fast sliding window QRD-RLS algorithm.

DOI10.1016/S0165-1684(99)00071-7zbMath1034.94531OpenAlexW2032128234MaRDI QIDQ1575166

Hiroshi Nakaoka, Hideaki Sakai

Publication date: 21 August 2000

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

Full work available at URL: https://doi.org/10.1016/s0165-1684(99)00071-7

zbMATH Keywords

Fast algorithmAdaptive filteringRecursive least squaresSliding window

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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