Unified derivation and initial convergence of three prewindowed fast transversal recursive least squares algorithms

DOI10.1109/29.1635zbMath0653.93074OpenAlexW2129996186MaRDI QIDQ3799933

Jin-Der Wang

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/10.1109/29.1635

zbMATH Keywords

convergencecomputer simulationsforgetting factorunified approachprewindowed transversal fast RLS algorithms

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Finite difference methods for boundary value problems involving PDEs (65N06) Sequential estimation (62L12)

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