Why do optimal forgetting RLSs exhibit long term divergence and how can this be avoided?

Signal Processing

Volumn 68, Issue 2, 1998, Pages 195-218

  Zółtowski, Mariusz ^a,b  

^a Tech University of Gdańsk ^*  (Poland)

^b GDANSK UNIVERSITY OF TECHNOLOGY   (Poland)

Author keywords

Adaptive digital filtering; Fast recursive least squares (FRLS); FIR filtering; Optimal least squares; System identification

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; ERROR ANALYSIS; FIR FILTERS; LEAST SQUARES APPROXIMATIONS; SPURIOUS SIGNAL NOISE;

LONG TERM DIVERGENCE;

SIGNAL FILTERING AND PREDICTION;

EID: 0032118622     PISSN: 01651684     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1684(98)00073-5     Document Type: Article

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