3 papers
eess.SY2024
Adaptive Kalman Filtering Developed from Recursive Least Squares Forgetting Algorithms
Brian Lai, Dennis S. Bernstein
Recursive least squares (RLS) is derived as the recursive minimizer of the least-squares cost function. Moreover, it is well known that RLS is a special case of the Kalman filter.…
eess.SY2024
Convergence of Recursive Least Squares Based Input/Output System Identification with Model Order Mismatch
Brian Lai, Dennis S. Bernstein
Discrete-time input/output models, also called infinite impulse response (IIR) models or autoregressive moving average (ARMA) models, are useful for online identification as they c…
eess.SP2024
SIFt-RLS: Subspace of Information Forgetting Recursive Least Squares
Brian Lai, Dennis S. Bernstein
This paper presents subspace of information forgetting recursive least squares (SIFt-RLS), a directional forgetting algorithm which, at each step, forgets only in row space of the…