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eess.SP2025
Recursive Least Squares with Fading Regularization for Finite-Time Convergence without Persistent Excitation
Brian Lai, Dimitra Panagou, Dennis S. Bernstein
This paper extends recursive least squares (RLS) to include time-varying regularization. This extension provides flexibility for updating the least squares regularization term in r…
eess.SP2024
Efficient Batch and Recursive Least Squares for Matrix Parameter Estimation
Brian Lai, Dennis S. Bernstein
Traditionally, batch least squares (BLS) and recursive least squares (RLS) are used for identification of a vector of parameters that form a linear model. In some situations, howev…
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…