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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Bibliographic Details

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:	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
ISBN:	9780470447536, 0470447532
Online Access:	Get full text
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