Chapter 30. Recursive Least-Squares

  1. Ali H. Sayed

Published Online: 22 JAN 2008

DOI: 10.1002/9780470374122.ch45

Adaptive Filters

Adaptive Filters

How to Cite

Sayed, A. H. (2008) Recursive Least-Squares, in Adaptive Filters, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470374122.ch45

Author Information

  1. University of California at Los Angeles

Publication History

  1. Published Online: 22 JAN 2008
  2. Published Print: 31 MAR 2008

ISBN Information

Print ISBN: 9780470253885

Online ISBN: 9780470374122

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Keywords:

  • algebraic arguments;
  • geometric arguments;
  • least-squares criterion;
  • projection matrices;
  • computational complexity

Summary

This chapter contains sections titled:

  • Motivation

  • RLS Algorithm

  • Regularization

  • Conversion Factor

  • Time-Update of the Minimum Cost

  • Exponentially-Weighted RLS Algorithm