Kernel recursive least-squares tracker for time-varying regression

IEEE Transactions on Neural Networks and Learning Systems

Volumn 23, Issue 8, 2012, Pages 1313-1326

  Van Vaerenbergh, Steven ^a   Lazaro Gredilla, Miguel ^b   Santamaria, Ignacio ^a  

^a UNIVERSITY OF CANTABRIA   (Spain)

^b UNIVERSIDAD CARLOS III DE MADRID   (Spain)

Author keywords

Adaptive filtering; Bayesian inference; Gaussian processes; kernel methods; kernel recursive least squares (KRLS)

Indexed keywords

BAYESIAN INFERENCE; BAYESIAN PERSPECTIVE; CONFIDENCE INTERVAL; GAUSSIAN PROCESSES; KERNEL ADAPTIVE FILTERING; KERNEL METHODS; RECURSIVE LEAST SQUARES; TIME-VARYING REGRESSION;

ALGORITHMS; BAYESIAN NETWORKS; INFERENCE ENGINES;

ADAPTIVE FILTERING;

EID: 84870680134     PISSN: 2162237X     EISSN: 21622388     Source Type: Journal    
DOI: 10.1109/TNNLS.2012.2200500     Document Type: Article

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