EXTENDED KERNEL RECURSIVE LEAST-SQUARES ALGORITHM

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 Endnot...

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Published in:Kernel Adaptive Filtering Vol. 57; pp. 124 - 151
Main Authors: Principe, Jos? C, Liu, Weifeng, Haykin, Simon, Principe, José C
Format: Book Chapter
Language:English
Published: United States Wiley 2011
John Wiley & Sons, Inc
Series:Adaptive and Learning Systems for Signal Processing, Communication, and Control
Subjects:
ISBN:9780470447536, 0470447532
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Abstract 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
AbstractList 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
Author Principe, Jos? C
Principe, José C
Liu, Weifeng
Haykin, Simon
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Snippet This chapter contains sections titled: Extended Recursive Least Squares Algorithm Exponentially Weighted Extended Recursive Least Squares Algorithm Extended...
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StartPage 124
SubjectTerms ELECTRONICS & COMMUNICATIONS ENGINEERING
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
Title EXTENDED KERNEL RECURSIVE LEAST-SQUARES ALGORITHM
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