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conference paper
Structured matrices and fast RLS adaptive filtering
1992
Preprints of the IFAC Workshop
We present a new approach to the discrete-time Chandrasekhar recursions and some generalizations thereof. We extend the recursions to a class of structured time-variant state-space models, and discuss connections with the (generalized) Schur algorithm. We also apply the extended recursions to the adaptive filtering problem and give a transparent derivation of fast recursive least-squares algorithms.
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Name
ifac_1992.pdf
Type
Postprint
Access type
openaccess
Size
177.21 KB
Format
Adobe PDF
Checksum (MD5)
815f6ae7e07831aa08675e8511d316ae