Recursive Least Squares algorithm
GPTKB entity
Statements (31)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:algorithm
|
| gptkbp:advantage |
numerical instability
fast convergence efficient for time-varying systems high computational complexity |
| gptkbp:application |
system identification
echo cancellation adaptive noise cancellation channel equalization |
| gptkbp:field |
gptkb:signal_processing
control theory adaptive filtering |
| https://www.w3.org/2000/01/rdf-schema#label |
Recursive Least Squares algorithm
|
| gptkbp:input |
desired signal
input signal |
| gptkbp:introducedIn |
1960s
|
| gptkbp:method |
minimizes sum of squared errors recursively
|
| gptkbp:output |
error signal
filter coefficients |
| gptkbp:purpose |
parameter estimation
system identification adaptive filter design |
| gptkbp:relatedTo |
gptkb:Kalman_filter
Least Squares method |
| gptkbp:uses |
matrix inversion lemma
|
| gptkbp:variant |
Exponentially Weighted RLS
Fast RLS QR-decomposition RLS |
| gptkbp:bfsParent |
gptkb:Least_Mean_Squares_algorithm
gptkb:RLS_algorithm |
| gptkbp:bfsLayer |
7
|