Abstract:
It has not been noted in the literature that finite-memory least-squares, recursive filters are unstable, and hence unsuited for a large number of recursions. This corres...Show MoreMetadata
Abstract:
It has not been noted in the literature that finite-memory least-squares, recursive filters are unstable, and hence unsuited for a large number of recursions. This correspondence modifies the finite-memory least-squares recursive filters to allow for stable solutions.
Published in: IEEE Transactions on Information Theory ( Volume: 16, Issue: 4, July 1970)