Keyword : forgetting factor


Time-Varying AR Spectral Estimation Using an Indefinite Matrix-Based Sliding Window Fast Linear Prediction
Kiyoshi NISHIYAMA 
Publication:   IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences
Publication Date: 2014/02/01
Vol. E97-A  No. 2 ; pp. 547-556
Type of Manuscript:  PAPER
Category: Digital Signal Processing
Keyword: 
spectral estimationautoregressive modellinear predictionfast algorithmsliding windowindefinite matrixforgetting factor
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A New Formalism of the Sliding Window Recursive Least Squares Algorithm and Its Fast Version
Kiyoshi NISHIYAMA 
Publication:   IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences
Publication Date: 2011/06/01
Vol. E94-A  No. 6 ; pp. 1394-1400
Type of Manuscript:  PAPER
Category: Digital Signal Processing
Keyword: 
recursive least squares algorithmsliding windowforgetting factorfast algorithmsystem identificationadaptive filter
 Summary | Full Text:PDF