Results 281 to 290 of about 107,979 (335)
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Recursive Incremental Least Squares Estimation Algorithm
IFAC Proceedings Volumes, 1995Abstract A new recursive least squares estimation algorithm is proposed. The recursion is due to the fact that new estimates are computed from the estimates and internal signals computed in the previous sampling period plus incoming signals. Robustness is obtained by conditioning the estimates update to occur only in the presence of a minimal signal ...
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Extended Kernel Recursive Least Squares Algorithm
IEEE Transactions on Signal Processing, 2009This paper presents a kernelized version of the extended recursive least squares (EX-KRLS) algorithm which implements for the first time a general linear state model in reproducing kernel Hilbert spaces (RKHS), or equivalently a general nonlinear state model in the input space.
Liu, Weifeng +3 more
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Continuous-time recursive least-squares algorithms
IEEE Transactions on Circuits and Systems II: Analog and Digital Signal Processing, 1992Two continuous-time recursive least-squares (RLS) algorithms are derived in this work in a unified approach, one for the Gramm-Schmidt orthogonalization (GSO) of multiple signals and the other for the lattice filter with time-shifted data. The GSO algorithm is derived in the continuous-time domain directly in the sense of the exact minimization of ...
Huarng, Keh-Chiarng, Yeh, Chien-Chung
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The Kernel Recursive Least-Squares Algorithm
IEEE Transactions on Signal Processing, 2004We present a nonlinear version of the recursive least squares (RLS) algorithm. Our algorithm performs linear regression in a high-dimensional feature space induced by a Mercer kernel and can therefore be used to recursively construct minimum mean-squared-error solutions to nonlinear least-squares problems that are frequently encountered in signal ...
Y. Engel, S. Mannor, R. Meir
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Recursive Least Squares Dictionary Learning Algorithm
IEEE Transactions on Signal Processing, 2010We present the recursive least squares dictionary learning algorithm, RLS-DLA, which can be used for learning overcomplete dictionaries for sparse signal representation. Most DLAs presented earlier, for example ILS-DLA and K-SVD, update the dictionary after a batch of training vectors has been processed, usually using the whole set of training vectors ...
Karl Skretting, Kjersti Engan
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Well-Conditioned Recursive Least-Squared Estimation Algorithms
IFAC Proceedings Volumes, 1992This paper explains the inadequacies due to ill-conditioning of classical recursive least squares signal estimation algorithms based on Taylor series expansions, then shows how the algorithms may be restructured using orthogonal expansions, at little cost in extra complexity, to provide well-conditioned versions suitable for implementation in a variety
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An extended recursive least-squares algorithm
Signal Processing, 2001In this correspondence, we establish a matrix pseudo-inversion lemma, and use it to develop an extended recursive least-squares (ERLS) algorithm. The ERLS algorithm is available for solving the over-determined normal equations in the instrumental variable approaches. The performance of the new algorithm is evaluated via computer simulations.
Da-Zheng Feng +3 more
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A robust recursive least squares algorithm
IEEE Transactions on Signal Processing, 1993The authors analyze the performance of the least mean squares (LMS) and the recursive least squares (RLS) algorithms for persistent bounded data perturbations and show that both algorithms may introduce normalized bias in the estimate that is not bounded by a constant and may cause divergence under such perturbations.
CHANSARKAR, MM, DESAI, UB
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Regularized fast recursive least squares algorithms
International Conference on Acoustics, Speech, and Signal Processing, 2002Chandrasekhar type factorization is used to develop new fast recursive least squares (FRLS) algorithms for finite memory filtering. Statistical priors are used to get a regularized solution which presents better numerical stability properties than that of the conventional least squares one.
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Exact initialization of the recursive least‐squares algorithm
International Journal of Adaptive Control and Signal Processing, 2002AbstractWe present an initialization procedure for the recursive least‐squares (RLS) algorithm that has almost the same form as the RLS algorithm itself and which is exact in the sense that the so‐initialized RLS estimate coincides with the batch LS estimate as soon as the latter exists. Copyright © 2002 John Wiley & Sons, Ltd.
Stoica, Petre, Åhgren, Per
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