An extended inverse QR adaptive filtering algorithm

DOI10.1016/0165-1684(94)90077-9zbMath0875.93518OpenAlexW2093934927MaRDI QIDQ674391

Thomas Kailath, Poo Gyeon Park

Publication date: 28 February 1997

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

Kalman filteringAdaptive filteringInverse QRInversion-free extended inverse QRMulti-channel adaptive filteringSquare-root covariance algorithms

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)