论文信息 - Exact initialization of the recursive least-squares algorithm

Exact initialization of the recursive least-squares algorithm

We present an initialization procedure for the recursive least-squares (RLS) algorithm that has almost the same form as the RLS algorithm itself and which is exact in the sense that the so-initialized RLS estimate coincides with the batch LS estimate as soon as the latter exists. Copyright © 2002 John Wiley & Sons, Ltd.

Petre Stoica | Per Åhgren

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