
doi: 10.1049/el:19910877
Summary: Fast recursive least squares (FRLS) algorithms are known for their favourable convergence characteristics. They are of special interest for the fast adaptation of transversal filters of high order \(N\). Unfortunately FRLS algorithms have a tendency towards numeric instability. A new and effective stabilization measure is presented for a \(0(7N)\) FRLS algorithm which needs only one additional multiplication per iteration step.
Least squares and related methods for stochastic control systems, fast recursive least squares algorithms, Filtering in stochastic control theory
Least squares and related methods for stochastic control systems, fast recursive least squares algorithms, Filtering in stochastic control theory
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