Chandrasekhar recursion for structured time-varying systems and its application to recursive least squares problems

2002 ◽  
Author(s):  
Poogyeon Park ◽  
Young Man Cho ◽  
T. Kailath
Keyword(s):  
Least Squares ◽  
Recursive Least Squares ◽  
Time Varying ◽  
Least Squares Problems ◽  
Time Varying Systems

Kernel Recursive Least-Squares Tracker for Time-Varying Regression

2012 ◽  
Vol 23 (8) ◽  
pp. 1313-1326 ◽  
Author(s):  
S. Van Vaerenbergh ◽  
M. Lazaro-Gredilla ◽  
I. Santamaria
Keyword(s):  
Least Squares ◽  
Recursive Least Squares ◽  
Time Varying

SYSTOLIC ALGORITHMS FOR RECURSIVE TOTAL LEAST SQUARES PARAMETER ESTIMATION AND MIXED RLS/RTLS PROBLEMS

1993 ◽  
Vol 04 (01) ◽  
pp. 55-68 ◽  
Author(s):  
MARC MOONEN
Keyword(s):  
Parameter Estimation ◽  
Least Squares ◽  
Total Least Squares ◽  
Parallel Architectures ◽  
Least Squares Estimation ◽  
Recursive Least Squares ◽  
Recursive Algorithms ◽  
Least Squares Problems ◽  
Linearly Constrained ◽  
Systolic Algorithms

Total least squares parameter estimation is an alternative to least squares estimation though much less used in practice, partly due to the absence of efficient recursive algorithms or parallel architectures. Here it is shown how previously developed systolic algorithms/architectures for recursive least squares estimation can be used for recursive total least squares problems. Unconstrained as well as linearly constrained and "mixed RLS/RTLS" problems are considered.

Identification of linear time-varying systems using a modified least-squares algorithm

Automatica ◽  
2000 ◽  
Vol 36 (7) ◽  
pp. 1009-1015 ◽  
Author(s):  
Rogelio Lozano ◽  
Dimitrios Dimogianopoulos ◽  
Robert Mahony
Keyword(s):  
Least Squares ◽  
Linear Time ◽  
Time Varying ◽  
Time Varying Systems ◽  
Least Squares Algorithm
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