A state-space approach to adaptive RLS filtering.
Ali H. SayedThomas KailathPublished in: IEEE Signal Process. Mag. (1994)
Keyphrases
- state space
- adaptive filtering
- recursive least squares
- reinforcement learning
- heuristic search
- filtering algorithm
- adaptive filter
- least squares
- dynamical systems
- feed forward neural networks
- regularized least squares
- genetic algorithm
- dynamic programming
- markov decision processes
- state variables
- least mean square