3 citations · 6 across the 7 of their papers we have counts for
4 papers · 1 filter
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.…
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…
Adaptive Real-Time Numerical Differentiation with Variable-Rate Forgetting and Exponential Resetting
Shashank Verma, Brian Lai, Dennis S. Bernstein
Digital PID control requires a differencing operation to implement the D gain. In order to suppress the effects of noisy data, the traditional approach is to filter the data, where…
Generalized Forgetting Recursive Least Squares: Stability and Robustness Guarantees
Brian Lai, Dennis S. Bernstein
This work presents generalized forgetting recursive least squares (GF-RLS), a generalization of recursive least squares (RLS) that encompasses many extensions of RLS as special cas…