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Faster, Stabler, and Simpler - A Recursive-Least-Squares Algorithm Exploiting the Frisch-Waugh-Lovell Theorem.
Pietro Monsurrò
Alessandro Trifiletti
Published in:
IEEE Trans. Circuits Syst. II Express Briefs (2017)
Keyphrases
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recursive least squares
optimization algorithm
learning algorithm
kalman filter
cost function
filtering algorithm
kalman filtering
preprocessing
multiresolution
principal component analysis
parameter estimation
faster convergence