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Recursive least squares filter

Known as: Recursive Least Squares, Recursive least squares algorithm, RLS algorithm 
The Recursive least squares (RLS) is an adaptive filter which recursively finds the coefficients that minimize a weighted linear least squares cost… Expand
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Related topics

Related topics

12 relations
Adaptive beamformerAdaptive equalizerAdaptive filterAlgebraic Riccati equation
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Broader (1)

Digital signal processing

Papers overview

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Highly Cited
2013
Highly Cited
2013
Data filtering based recursive least squares algorithm for Hammerstein systems using the key-term separation principle
This paper concerns parameter identification of Hammerstein output error moving average systems with a two-segment piecewise… Expand
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Highly Cited
2010
Highly Cited
2010
Recursive Least Squares Dictionary Learning Algorithm
We present the recursive least squares dictionary learning algorithm, RLS-DLA, which can be used for learning overcomplete… Expand
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Highly Cited
2010
Highly Cited
2010
Fixed-budget kernel recursive least-squares
We present a kernel-based recursive least-squares (KRLS) algorithm on a fixed memory budget, capable of recursively learning a… Expand
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Highly Cited
2009
Highly Cited
2009
Extended Kernel Recursive Least Squares Algorithm
This paper presents a kernelized version of the extended recursive least squares (EX-KRLS) algorithm which implements for the… Expand
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Highly Cited
2008
Highly Cited
2008
A Robust Variable Forgetting Factor Recursive Least-Squares Algorithm for System Identification
The performance of the recursive least-squares (RLS) algorithm is governed by the forgetting factor. This parameter leads to a… Expand
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Highly Cited
2007
Highly Cited
2007
Multivariate Online Anomaly Detection Using Kernel Recursive Least Squares
High-speed backbones are regularly affected by various kinds of network anomalies, ranging from malicious attacks to harmless… Expand
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Highly Cited
2004
Highly Cited
2004
A recursive least M-estimate algorithm for robust adaptive filtering in impulsive noise: fast algorithm and convergence performance analysis
This paper studies the problem of robust adaptive filtering in impulsive noise environment using a recursive least M-estimate… Expand
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Highly Cited
2000
Highly Cited
2000
Multichannel recursive-least-square algorithms and fast-transversal-filter algorithms for active noise control and sound reproduction systems
There has been much research on active noise control (ANC) systems and transaural sound reproduction (TSR) systems. In those… Expand
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Highly Cited
1991
Highly Cited
1991
Numerically stable fast transversal filters for recursive least squares adaptive filtering
A solution is proposed to the long-standing problem of the numerical instability of fast recursive least squares transversal… Expand
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Highly Cited
1982
Highly Cited
1982
Exponential convergence of recursive least squares with exponential forgetting factor
This paper demonstrates that, provided the system input is persistently exciting, the recursive least squares estimation… Expand
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