A UNIFIED DERIVATION OF SQUARE-ROOT MULTICHANNEL LEAST-SQUARES. FILTERING ALGORITHMS*. BABAK H. KHALAJ. ALI H. SAYED AND THOMAS KAILATH. Information Systems ...

In fact a direct correspondence between the Kalman and RLS variables can be established in this way [8], and the Kalman filter equations lead to the usual RLS.

The authors present a new derivation of exact least-squares multichannel and multidimensional adaptive algorithms, based on explicitly formulating the ...

We prestnt a new derivation of exact least-squares multichannel and multi-dimensional adaptive algorithms, based on explicitly formulating the problem as a ...

The authors present a new derivation of exact least-squares multichannel and multidimensional adaptive algorithms, based on explicitly formulating the ...

We extend the discrete-time Chandrasekhar recursions for least-squares estimation in constant parameter state-space models to a class of structured ...

square-root-freeQRD algorithms, from which the basic criterion is seento be simple. This unified approach also provides a fundamental framework for the.

This paper provides a unified derivation for the Levinson-Durbin-Whittle-. Wiggins-Robinson, fast recursive least squares (RLS), ladder (or lattice), and fast.

Abstract-This paper presents a unified derivation of four ro- tation-based recursive least squares (RLS) algorithms. They solve the adaptive least squares ...

Fast recursive least squares (FRLS) algorithms are developed by using factorization techniques which represent an alternative way to the geometrical ...