ICASSP 1993, 18th IEEE International Conference on Acoustics, Speech, and Signal Processing, 27-30 April 1993, Minneapolis, USA
The author presents a combination of the Chandrasekhar and square-root philosophies, leading to the order-recursive Chandrasekhar equations. They constitute a fast alternative to the square-root Kalman filtering algorithms. Specialized to a particular parameter estimation problem, they reduce to the fast lattice/fast QR (FLA/FQR) recursive least squares (RLS) algorithms. A number of other applications can also be considered, leading to some novel parameter estimation algorithms.
Type:
Conférence
City:
Minneapolis
Date:
1993-04-27
Department:
Systèmes de Communication
Eurecom Ref:
588
Copyright:
© 1993 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.
See also:
