A fast sequential algorithm for least-squares filtering and prediction
- 1 December 1983
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Acoustics, Speech, and Signal Processing
- Vol. 31 (6), 1394-1402
- https://doi.org/10.1109/tassp.1983.1164224
Abstract
No abstract availableThis publication has 12 references indexed in Scilit:
- A new generalized recursion for the fast computation of the Kalman gain to solve the covariance equationsPublished by Institute of Electrical and Electronics Engineers (IEEE) ,2005
- Fast design of multichannel FIR least-squares filters with optimum lagIEEE Transactions on Acoustics, Speech, and Signal Processing, 1984
- Fast algorithms for discrete-time Wiener filters with optimum lagIEEE Transactions on Acoustics, Speech, and Signal Processing, 1983
- A fast covariance type algorithm for sequential least-squares filtering and predictionPublished by Institute of Electrical and Electronics Engineers (IEEE) ,1983
- Fast recursive algorithms for a class of linear equationsIEEE Transactions on Acoustics, Speech, and Signal Processing, 1982
- Lattice filters for adaptive processingProceedings of the IEEE, 1982
- Application of Fast Kalman Estimation to Adaptive EqualizationIEEE Transactions on Communications, 1978
- FIR system modeling and identification in the presence of noise and with band-limited inputsIEEE Transactions on Acoustics, Speech, and Signal Processing, 1978
- Fast calculation of gain matrices for recursive estimation schemesInternational Journal of Control, 1978
- Adaptive noise cancelling: Principles and applicationsProceedings of the IEEE, 1975