Sayed, Ali H.Kailath, Thomas2017-12-212017-12-212017-12-21199210.1016/B978-0-08-042050-9.50039-7https://infoscience.epfl.ch/handle/20.500.14299/143530We 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.text::conference output::conference proceedings::conference paper