recursive least squares

recursive least squares
вчт рекурсивный метод наименьших квадратов

English-Russian electronics dictionary .

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  • Recursive least squares filter — Recursive least squares (RLS) algorithm is used in adaptive filters to find the filter coefficients that relate to recursively producing the least squares (minimum of the sum of the absolute squared) of the error signal (difference between the… …   Wikipedia

  • Least-squares spectral analysis — (LSSA) is a method of estimating a frequency spectrum, based on a least squares fit of sinusoids to data samples, similar to Fourier analysis. [cite book | title = Variable Stars As Essential Astrophysical Tools | author = Cafer Ibanoglu |… …   Wikipedia

  • Least mean squares filter — Least mean squares (LMS) algorithms are a class of adaptive filter used to mimic a desired filter by finding the filter coefficients that relate to producing the least mean squares of the error signal (difference between the desired and the… …   Wikipedia

  • Dynamic programming — For the programming paradigm, see Dynamic programming language. In mathematics and computer science, dynamic programming is a method for solving complex problems by breaking them down into simpler subproblems. It is applicable to problems… …   Wikipedia

  • List of statistics topics — Please add any Wikipedia articles related to statistics that are not already on this list.The Related changes link in the margin of this page (below search) leads to a list of the most recent changes to the articles listed below. To see the most… …   Wikipedia

  • Kalman filter — Roles of the variables in the Kalman filter. (Larger image here) In statistics, the Kalman filter is a mathematical method named after Rudolf E. Kálmán. Its purpose is to use measurements observed over time, containing noise (random variations)… …   Wikipedia

  • Adaptive filter — An adaptive filter is a filter that self adjusts its transfer function according to an optimizing algorithm. Because of the complexity of the optimizing algorithms, most adaptive filters are digital filters that perform digital signal processing… …   Wikipedia

  • Algorithme des moindres carrés récursifs — L algorithmique des moindres carrés récursifs (en anglais, RLS ou Recursive least squares) est un algorithme de filtre adaptatif utilisé en traitement numérique du signal. Il fournit une manière récursive pour calculer le filtre qui minimise une… …   Wikipédia en Français

  • Multidelay block frequency domain adaptive filter — The Multidelay block frequency domain adaptive filter (MDF) algorithm is a block based frequency domain implementation of the (normalised) Least mean squares filter (LMS) algorithm. Contents 1 Introduction 2 Variable definitions 3 Algorithm… …   Wikipedia

  • Woodbury matrix identity — In mathematics (specifically linear algebra), the Woodbury matrix identity, named after Max A. Woodbury[1][2] says that the inverse of a rank k correction of some matrix can be computed by doing a rank k correction to the inverse of the original… …   Wikipedia

  • RLS — may stand for:*Robert Louis Stevenson (1850 1894), Scottish author *Remote Laptop Security, an encryption solution to protect data on stolen laptops *Restless legs syndrome, a medical disorder *Reversing language shift, a model for revitalizing… …   Wikipedia


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