Regularized fast recursive least squares algorithms for adaptive filtering

This publication has 19 references indexed in Scilit:

• Fast adaptive spectrum estimation: Bayesian approach and long AR models
  Published by Institute of Electrical and Electronics Engineers (IEEE) ,2005
• Chandrasekhar adaptive regularizer for adaptive filtering
  Published by Institute of Electrical and Electronics Engineers (IEEE) ,2005
• A new generalized recursion for the fast computation of the Kalman gain to solve the covariance equations
  Published by Institute of Electrical and Electronics Engineers (IEEE) ,2005
• Limited-precision effects in adaptive filtering
  IEEE Transactions on Circuits and Systems, 1987
• A unified view of parametric processing algorithms for prewindowed signals
  Signal Processing, 1986
• A smoothness priors time-varying AR coefficient modeling of nonstationary covariance time series
  IEEE Transactions on Automatic Control, 1985
• Fast, recursive-least-squares transversal filters for adaptive filtering
  IEEE Transactions on Acoustics, Speech, and Signal Processing, 1984
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
  Technometrics, 1979
• A Bayesian approach to problems in stochastic estimation and control
  IEEE Transactions on Automatic Control, 1964
• On the Numerical Solution of Fredholm Integral Equations of the First Kind by the Inversion of the Linear System Produced by Quadrature
  Journal of the ACM, 1963