Recursive Least Squares with Linear Constraints
نویسندگان
چکیده
منابع مشابه
Recursive least squares with linear constraints
Recursive Least Squares (RLS) algorithms have wide-spread applications in many areas, such as real-time signal processing, control and communications. This paper shows that the unique solutions to linear-equality constrained and the unconstrained LS problems, respectively, always have exactly the same recursive form. Their only difference lies in the initial values. Based on this, a recursive a...
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ژورنال
عنوان ژورنال: Communications in Information and Systems
سال: 2007
ISSN: 1526-7555,2163-4548
DOI: 10.4310/cis.2007.v7.n3.a5