Gradient-based variable forgetting factor RLS algorithm in time-varying environments.
Shu Hung LeungChi Fuk SoPublished in: IEEE Trans. Signal Process. (2005)
Keyphrases
- cost function
- high accuracy
- learning algorithm
- times faster
- regularized least squares
- np hard
- objective function
- search space
- detection algorithm
- simulated annealing
- dynamic programming
- significant improvement
- k means
- preprocessing
- computational cost
- model free
- worst case
- improved algorithm
- input data
- particle swarm optimization
- genetic algorithm
- optimal solution
- estimation algorithm
- decision trees
- matching algorithm
- computationally efficient
- linear programming
- least squares
- probabilistic model
- computational complexity