메뉴 건너뛰기




Volumn 39, Issue 4, 1991, Pages 860-871

Regularized Fast Recursive Least Squares Algorithms for Adaptive Filtering

Author keywords

[No Author keywords available]

Indexed keywords

MATHEMATICAL TECHNIQUES--LEAST SQUARES APPROXIMATIONS;

EID: 0026136844     PISSN: 1053587X     EISSN: 19410476     Source Type: Journal    
DOI: 10.1109/78.80908     Document Type: Article
Times cited : (15)

References (27)
  • 1
    • 51849177370 scopus 로고
    • Likelihood and the Bayes procedure
    • Valencia, Spain: University Press
    • H. Akaike, “Likelihood and the Bayes procedure,” in Bayesian Statistics, Bernardo et al., Eds. Valencia, Spain: University Press, 1980, pp. 141–166.
    • (1980) Bayesian Statistics, Bernardo , pp. 141-166.
    • Akaike, H.1
  • 2
    • 0020548649 scopus 로고
    • Fast Kalman type algorithms for sequential signal processing
    • (Boston, MA)
    • G. Carayannis, D. Manolakis, and N. Kalouptsidis, “Fast Kalman type algorithms for sequential signal processing,” in Proc. IEEE ICASS P-83, (Boston, MA), 1983, pp. 186–189.
    • (1983) Proc. IEEE ICASS P-83 , pp. 186-189
    • Carayannis, G.1    Manolakis, D.2    Kalouptsidis, N.3
  • 3
    • 0022736426 scopus 로고
    • A unified view of parametric processing algorithms for prewindowed signals
    • G. Carayannis, D. Manolakis, and N. Kalouptsidis, “A unified view of parametric processing algorithms for prewindowed signals,” Signal Processing, vol. 10, pp. 335–368, 1986.
    • (1986) Signal Processing , vol.10 , pp. 335-368
    • Carayannis, G.1    Manolakis, D.2    Kalouptsidis, N.3
  • 4
    • 0023383912 scopus 로고
    • Limited-precision effects in adaptive filtering
    • J. M. Cioffi, “Limited-precision effects in adaptive filtering,” IEEE Trans. Circuits Syst., vol. CAS-34, pp. 821–833, 1987.
    • (1987) IEEE Trans. Circuits Syst. , vol.CAS-34 , pp. 821-833
    • Cioffi, J.M.1
  • 5
    • 0020591518 scopus 로고
    • Fast, fixed-order, least squares algorithms for adaptive filtering
    • J. M. Cioffi and T. Kailath, “Fast, fixed-order, least squares algorithms for adaptive filtering,” in Proc. IEEE ICASSP-83 (Boston. MA), 1983. pp. 679–682.
    • (1983) Proc. IEEE ICASSP-83 (Boston. MA) , pp. 679-682
    • Cioffi, J.M.1    Kailath, T.2
  • 6
    • 0021409182 scopus 로고
    • Fast, recursive least squares transversal filters for adaptive filtering
    • Speech, Signal Processing
    • J. M. Cioffi and T. Kailath, “Fast, recursive least squares transversal filters for adaptive filtering,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-32, pp. 304–337, 1984.
    • (1984) IEEE Trans. Acoust. , vol.ASSP-32 , pp. 304-337
    • Cioffi, J.M.1    Kailath, T.2
  • 7
    • 84941521026 scopus 로고
    • Equations de Shur et de Chandrasekhar généralisées pour des problémes généraux d'estimation linéaire
    • presented at the, Nice, France
    • G. Demoment and R. Reynaud, “Equations de Shur et de Chandrasekhar généralisées pour des problémes généraux d'estimation linéaire,” presented at the 1 l eme colloque GRETSI, Nice, France, 1987
    • (1987) eme colloque GRETSI
    • Demoment, G.1    Reynaud, R.2
  • 8
    • 49849114033 scopus 로고
    • Well-posed stochastic extensions of ill-posed linear problems
    • J. N. Franklin, “Well-posed stochastic extensions of ill-posed linear problems,” J. Math. Anal. Appl., vol. 31, pp. 682–716, 1970.
    • (1970) J. Math. Anal. Appl. , vol.31 , pp. 682-716
    • Franklin, J.N.1
  • 9
    • 0018021739 scopus 로고    scopus 로고
    • Application of fast Kalman estimation to adaptive equalization
    • D. Falconer and L. Ljung, “Application of fast Kalman estimation to adaptive equalization,” IEEE Trans. Commun., vol. COM-26, no. 10, pp. 1439–1446.
    • IEEE Trans. Commun. , vol.COM-26 , Issue.10 , pp. 1439-1446
    • Falconer, D.1    Ljung, L.2
  • 10
    • 32044449925 scopus 로고
    • Generalized cross validation as a method for choosing a good Ridge parameter
    • G. H. Golub, M. Heath, and G. Wahba, “Generalized cross validation as a method for choosing a good Ridge parameter,” Technometrics, vol. 21, no. 2, pp. 215–222, 1979.
    • (1979) Technometrics , vol.21 , Issue.2 , pp. 215-222
    • Golub, G.H.1    Heath, M.2    Wahba, G.3
  • 12
    • 0347785736 scopus 로고
    • A new generalized recursion for the fast computation of the Kalman gain to solve the covariance equations
    • C. C. Halkias, G. Carayannis, J. Dologlou, and D. Emmanoulopoulos, “A new generalized recursion for the fast computation of the Kalman gain to solve the covariance equations,” in Proc. IEEE ICASSP-82 (Paris. France), 1982, pp. 1760–1763.
    • (1982) Proc. IEEE ICASSP-82 (Paris. France) , pp. 1760-1763
    • Halkias, C.C.1    Carayannis, G.2    Dologlou, J.3    Emmanoulopoulos, D.4
  • 13
    • 0001173603 scopus 로고
    • Common structure of techniques for choosing smoothing parameters in regression problems
    • P. Hall and D. M. Titterington, “Common structure of techniques for choosing smoothing parameters in regression problems,” J. Roy. Statist. Soc. B. vol. 49, no. 2, pp. 184–198, 1987.
    • (1987) J. Roy. Statist. Soc. B , vol.49 , Issue.2 , pp. 184-198
    • Hall, P.1    Titterington, D.M.2
  • 14
    • 84916593381 scopus 로고
    • A Bayesian approach to problems in stochastic estimation and control
    • Y. C. Ho and R. C. K. Lee, “A Bayesian approach to problems in stochastic estimation and control,” IEEE Trans. Automat. Contr., vol. AC-9, pp. 333–339, 1964.
    • (1964) IEEE Trans. Automat. Contr. , vol.AC-9 , pp. 333-339
    • Ho, Y.C.1    Lee, R.C.K.2
  • 16
    • 0022905644 scopus 로고
    • Chandrasekhar adaptive regularizer for adaptive filtering
    • A. Houacine and G. Demoment, “Chandrasekhar adaptive regularizer for adaptive filtering,” in Proc. IEEE ICASSP-86 (Tokyo, Japan), 1986, pp. 2967–2970.
    • (1986) Proc. IEEE ICASSP-86 (Tokyo, Japan) , pp. 2967-2970
    • Houacine, A.1    Demoment, G.2
  • 17
    • 0023246039 scopus 로고
    • Fast adaptive spectrum estimation: Bayesian approach and long AR models
    • A. Houacine and G. Demoment, “Fast adaptive spectrum estimation: Bayesian approach and long AR models,” in Proc. IEEE ICASSP-87 (Dallas. TX), 1987, pp. 2085–2088.
    • (1987) Proc. IEEE ICASSP-87 (Dallas. TX) , pp. 2085-2088
    • Houacine, A.1    Demoment, G.2
  • 19
    • 0021819062 scopus 로고
    • A smoothness priors time varying AR coefficient modeling of nonstationary covariance time series
    • G. Kitagawa and W. Gersch, “A smoothness priors time varying AR coefficient modeling of nonstationary covariance time series,” IEEE Trans. Automat. Contr., vol. AC-30, pp. 48–56, 1985.
    • (1985) IEEE Trans. Automat. Contr. , vol.AC-30 , pp. 48-56
    • Kitagawa, G.1    Gersch, W.2
  • 20
    • 0021159097 scopus 로고
    • Numerical accuracy and stability: Two problems of adaptive estimation algorithms caused by roundoff errors
    • F. Ling and J. Proakis, “Numerical accuracy and stability: Two problems of adaptive estimation algorithms caused by roundoff errors,” in Proc. IEEE ICASSP-84 (San Diego, CA), Pap. 30.3, 1984.
    • (1984) Proc. IEEE ICASSP-84 (San Diego, CA) , pp. 30
    • Ling, F.1    Proakis, J.2
  • 21
    • 84898414482 scopus 로고
    • Fast calculation of gain for recursive estimation schemes
    • L. Ljung, M. Morf, and D. Falconer, “Fast calculation of gain for recursive estimation schemes,” Int. J. Contr., vol. 27, no. 1, pp. 1–19. 1978.
    • (1978) Int. J. Contr. , vol.27 , pp. 1-19
    • Ljung, L.1    Morf, M.2    Falconer, D.3
  • 22
    • 0020718729 scopus 로고
    • Performance of a fast algorithm for FIR system identification using least-squares analysis
    • S. L. Marple and L. R. Rabiner, “Performance of a fast algorithm for FIR system identification using least-squares analysis,” Bell Tech. J., vol. 62. pp. 717-742. 1983.
    • (1983) Bell Tech. J. , vol.62 , pp. 717-742
    • Marple, S.L.1    Rabiner, L.R.2
  • 23
    • 0016093313 scopus 로고
    • Some new algorithms for recursive estimation in constant, linear, discrete time systems
    • M. Morf, G. S. Sidhu, and T. Kailath, “Some new algorithms for recursive estimation in constant, linear, discrete time systems,” IEEE Trans. Automat. Contr., vol. AC-19, pp. 315–323, 1974.
    • (1974) IEEE Trans. Automat. Contr. , vol.AC-19 , pp. 315-323
    • Morf, M.1    Sidhu, G.S.2    Kailath, T.3
  • 24
    • 84890326874 scopus 로고
    • A technique for numerical solution of certain integral equations of the first kind
    • D. L. Phillips, “A technique for numerical solution of certain integral equations of the first kind,” J. Assoc. Comput. Mach., vol. 9, pp. 84–97, 1962.
    • (1962) J. Assoc. Comput. Mach. , vol.9 , pp. 84-97
    • Phillips, D.L.1
  • 26
    • 0000564677 scopus 로고
    • Statistical estimation of the numerical solution of the Fredholm integral equation of the first kind
    • O. N. Strand and R. Westwater, “Statistical estimation of the numerical solution of the Fredholm integral equation of the first kind,” J. Assoc. Comput. Mach., vol. 15, pp. 100–114, 1968.
    • (1968) J. Assoc. Comput. Mach. , vol.15 , pp. 100-114
    • Strand, O.N.1    Westwater, R.2
  • 27
    • 84945709185 scopus 로고
    • On the numerical solution of Fredholm integral equations of the first kind by inversion of the linear system produced by quadrature
    • S. Twomey, “On the numerical solution of Fredholm integral equations of the first kind by inversion of the linear system produced by quadrature,” J. Assoc. Comput. Mach., vol. 10, pp. 97–101, 1962.
    • (1962) J. Assoc. Comput. Mach. , vol.10 , pp. 97-101
    • Twomey, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.