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Exact initialization of the recursive least-squares algorithm
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DOI：10.1002/acs.681.png)
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摘要
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We present an initialization procedure for the recursive least-squares (RLS) algorithm that has almost the same form as the RLS algorithm itself and which is exact in the sense that the so-initialized RLS estimate coincides with the batch LS estimate as soon as the latter exists. Copyright (C) 2002 John Wiley Sons, Ltd.
Keyword:
recursive least-squares
exact initialization
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