Title :
On the recursive total least-squares
Author :
Cuong Pham ; Ogunfunmi, Tokunbo
Author_Institution :
Sch. of Eng., Santa Clara Univ., CA, USA
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;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1997. ICASSP-97., 1997 IEEE International Conference on
Conference_Location :
Munich
Print_ISBN :
0-8186-7919-0
DOI :
10.1109/ICASSP.1997.599305
