Tracking improvements in fast RLS algorithms using a variable forgetting factor

DOI10.1109/29.1514zbMath0635.93072OpenAlexW2156093775MaRDI QIDQ3775452

Subbarayan Pasupathy, Blake Toplis

Publication date: 1988

Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/29.1514

zbMATH Keywords

variable forgetting factorfast recursive least squares (FRLS) algorithmstransversal and lattice structures

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Sampled-data control/observation systems (93C57) Identification in stochastic control theory (93E12) Probabilistic methods, stochastic differential equations (65C99)

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