DocumentCode
671525
Title
Analysis on extended kernel recursive least squares algorithm
Author
Pingping Zhu ; Principe, Jose C.
Author_Institution
Dept. of Electr. & Comput. Eng., Univ. of Florida, Gainesville, FL, USA
fYear
2013
fDate
4-9 Aug. 2013
Firstpage
1
Lastpage
4
Abstract
In this paper, the extended kernel recursive least squares (Ex-KRLS) algorithm is reviewed and analyzed. We point out that the Theorem 1 in [10] is not always correct for general cases. Furthermore, the Ex-KRLS algorithm for tracking model is just a random walk KRLS algorithm. Finally, this algorithm is explained as a special Kalman filter in the reproducing kernel Hilbert space.
Keywords
Hilbert spaces; Kalman filters; least squares approximations; random processes; Ex-KRLS algorithm; Kalman filter; extended kernel recursive least squares algorithm; kernel Hilbert space; random walk KRLS algorithm; tracking model; Algorithm design and analysis; Heuristic algorithms; Hilbert space; Kalman filters; Kernel; Noise; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Neural Networks (IJCNN), The 2013 International Joint Conference on
Conference_Location
Dallas, TX
ISSN
2161-4393
Print_ISBN
978-1-4673-6128-6
Type
conf
DOI
10.1109/IJCNN.2013.6706865
Filename
6706865
Link To Document