A Method for Recursive Least Squares Filtering Based Upon an Inverse QR Decomposition

DOI10.1109/TSP.1993.193124zbMath0774.93075MaRDI QIDQ4034611

S. T. Alexander, Avinash L. Ghirnikar

Publication date: 16 May 1993

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

zbMATH Keywords

recursive least squares filteringorthogonal rotation operations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items (3)

Bi-iterative least squares algorithms for blind channel identification and equalization with second-order statistics ⋮ Piecewise affine regression via recursive multiple least squares and multicategory discrimination ⋮ Filtering of infinite sets of stochastic signals: an approach based on interpolation techniques

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