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eess.SP2017
Knowledge-Aided Kaczmarz and LMS Algorithms
Michael Lunglmayr, Oliver Lang, Mario Huemer
The least mean squares (LMS) filter is often derived via the Wiener filter solution. For a system identification scenario, such a derivation makes it hard to incorporate prior info…
math.ST2017
Constrained Best Linear Unbiased Estimation
Oliver Lang, Mario Huemer, Markus Steindl
The least squares (LS) estimator and the best linear unbiased estimator (BLUE) are two well-studied approaches for the estimation of a deterministic but unknown parameter vector. I…