recursive least squares (RLS) algorithm

GPTKB entity

Statements (23)
Predicate Object
gptkbp:instanceOf gptkb:algorithm
gptkbp:application noise cancellation
system identification
echo cancellation
channel equalization
gptkbp:complexity O(n^2) per iteration
gptkbp:feature fast convergence
high computational complexity
gptkbp:field gptkb:signal_processing
control theory
adaptive filtering
https://www.w3.org/2000/01/rdf-schema#label recursive least squares (RLS) algorithm
gptkbp:introducedIn 1970s
gptkbp:method recursive estimation
gptkbp:output adaptive filter coefficients
gptkbp:parameter forgetting factor
initialization matrix
gptkbp:purpose minimize the sum of the squares of the differences between the desired and actual signal
gptkbp:relatedTo gptkb:least_mean_squares_(LMS)_algorithm
least squares method
gptkbp:updateRule Kalman filter-like recursion
gptkbp:bfsParent gptkb:least_mean_squares_(LMS)_algorithm
gptkbp:bfsLayer 8