Tayeb Sadiki; Mahdi Triki; Dirk TM Slock
(Conference Record of the Thirty-Eighth Asilomar Conference on Signals, Systems and Computers, 2004., 2004-11-07)
In this paper we consider tracking of an optimal filter modeled
as a stationary vector process. We interpret the Recursive LeastSquares (RLS) adaptive filtering algorithm as a filtering operation
on the optimal filter ...