5. Extended Kernel Recursive Least-Squares Algorithm

  1. Weifeng Liu,
  2. José C. Príncipe and
  3. Simon Haykin

Published Online: 5 MAR 2010

DOI: 10.1002/9780470608593.ch5

Kernel Adaptive Filtering: A Comprehensive Introduction

Kernel Adaptive Filtering: A Comprehensive Introduction

How to Cite

Liu, W., Príncipe, J. C. and Haykin, S. (2010) Extended Kernel Recursive Least-Squares Algorithm, in Kernel Adaptive Filtering: A Comprehensive Introduction, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470608593.ch5

Publication History

  1. Published Online: 5 MAR 2010
  2. Published Print: 12 FEB 2010

ISBN Information

Print ISBN: 9780470447536

Online ISBN: 9780470608593

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Keywords:

  • extended kernel recursive least-squares algorithm;
  • kernel recursive least-squares algorithm (KRLS) - implementing state space models;
  • state noise, framework to study random walk state-space model in RKHS

Summary

This chapter contains sections titled:

  • Extended Recursive Least Squares Algorithm

  • Exponentially Weighted Extended Recursive Least Squares Algorithm

  • Extended Kernel Recursive Least Squares Algorithm

  • EX-KRLS for Tracking Models

  • EX-KRLS with Finite Rank Assumption

  • Computer Experiments

  • Conclusion

  • Endnotes