Estimation of the forgetting factor in kernel recursive least squares

IEEE International Workshop on Machine Learning for Signal Processing, MLSP

Volumn , Issue , 2012, Pages

  Van Vaerenbergh, Steven ^a   Santamaría, Ignacio ^a   Lázaro Gredilla, Miguel ^b  

^a UNIVERSITY OF CANTABRIA   (Spain)

^b UNIVERSIDAD CARLOS III DE MADRID   (Spain)

Author keywords

adaptive filtering; forgetting factor; Gaussian processes; kernel recursive least squares

Indexed keywords

BAYESIAN FRAMEWORKS; BENCHMARK DATA; FILTERING TECHNIQUE; FORGETTING FACTORS; GAUSSIAN PROCESS; GAUSSIAN PROCESSES; HYPERPARAMETER ESTIMATION; KERNEL PARAMETER; NON-STATIONARY ENVIRONMENT; OPTIMAL PERFORMANCE; RECURSIVE LEAST SQUARE (RLS); RECURSIVE LEAST SQUARES; SIGNAL PROCESSING ALGORITHMS; SPATIO-TEMPORAL; TRACKING SOLUTIONS;

ALGORITHMS; EQUIVALENCE CLASSES; ESTIMATION; GAUSSIAN DISTRIBUTION; GAUSSIAN NOISE (ELECTRONIC); LEARNING SYSTEMS; OPTIMIZATION; SIGNAL PROCESSING;

ADAPTIVE FILTERING;

EID: 84870657586     PISSN: 21610363     EISSN: 21610371     Source Type: Conference Proceeding    
DOI: 10.1109/MLSP.2012.6349749     Document Type: Conference Paper

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