DocumentCode
311246
Title
On the recursive total least-squares
Author
Cuong Pham ; Ogunfunmi, Tokunbo
Author_Institution
Sch. of Eng., Santa Clara Univ., CA, USA
Volume
3
fYear
1997
fDate
21-24 Apr 1997
Firstpage
1989
Abstract
In this paper, by exploiting the total least-square (TLS) closed-form solution and using state-space structure in Krein space, we show that the solution of the TLS problems can be computed via the recursive Kalman filtering algorithm. This makes it possible to use the TLS for real-time applications
Keywords
Kalman filters; least squares approximations; recursive filters; state-space methods; Krein space; TLS problems; closed-form solution; real-time applications; recursive Kalman filtering algorithm; recursive total least-squares; state-space structure; Adaptive filters; Closed-form solution; Concurrent computing; Equations; Extraterrestrial measurements; Filtering algorithms; Kalman filters; Least squares methods; Noise robustness; Stochastic resonance;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, 1997. ICASSP-97., 1997 IEEE International Conference on
Conference_Location
Munich
ISSN
1520-6149
Print_ISBN
0-8186-7919-0
Type
conf
DOI
10.1109/ICASSP.1997.599305
Filename
599305
Link To Document