An Algorithm for RLS Identification of Parameters that Vary Quickly with Time

IEEE Transactions on Automatic Control

Volumn 38, Issue 2, 1993, Pages 351-354

  Murray, Walter ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b STANFORD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; LEAST SQUARES APPROXIMATIONS; MATRIX ALGEBRA;

EXPONENTIAL DATA WEIGHTING; FIXED-ORDER SYSTEMS; PARAMETER IDENTIFICATION; RLS IDENTIFICATION;

IDENTIFICATION (CONTROL SYSTEMS);

EID: 0027544847     PISSN: 00189286     EISSN: 15582523     Source Type: Journal    
DOI: 10.1109/9.250491     Document Type: Article

References (7)

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6. P. S. Lewis, “QR-based algorithms for multichannel adaptive least squares Lattice filters,” IEEE Trans. Acoust., Speech, Signal Proc., vol. 38, no. 3, pp. 421–431, 1990.
7. L. Ljung and T. Soderstrom, Theory and Practice of Recursive Identification. Cambridge, MA: M.I.T. Press, 1983.