Recursive Least Squares

GPTKB entity

Statements (26)
Predicate Object
gptkbp:instanceOf gptkb:algorithm
gptkbp:application time series prediction
system identification
adaptive noise cancellation
channel equalization
gptkbp:category gptkb:estimation_theory
adaptive algorithms
gptkbp:complexity O(n^2) per update
gptkbp:feature efficiently updates parameter estimates with new data
gptkbp:field gptkb:signal_processing
control theory
adaptive filtering
https://www.w3.org/2000/01/rdf-schema#label Recursive Least Squares
gptkbp:introducedIn 1960s
gptkbp:parameter forgetting factor
gptkbp:purpose system identification
adaptive filtering
online parameter estimation
gptkbp:relatedTo gptkb:Kalman_Filter
gptkb:Least_Squares_Method
gptkbp:type recursive
gptkbp:uses minimization of sum of squared errors
gptkbp:variant gptkb:Exponentially_Weighted_Recursive_Least_Squares
gptkb:Fast_Transversal_Recursive_Least_Squares
gptkbp:bfsParent gptkb:Least_Mean_Squares
gptkbp:bfsLayer 6