Construct · 1 fields · 1 citations

recursive least squares: a standalone construct

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Signal processing

estimator that updates the least-squares solution with each new observation through a rank-one correction of the inverse correlation matrix.

In signal processing, recursive least squares refers to estimator that updates the least-squares solution with each new observation through a rank-one correction of the inverse correlation matrix. This meaning comes from Plackett (1950) in Biometrika.[1]

Unit
Recovery means
Measured by

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Nearby constructs

correlation4 fields · 4 citationsjingle · one word, four constructs estimator2 fields · 2 citationsjingle · one word, two constructs matrix3 fields · 4 citationsjingle · one word, three constructs

References

Plackett, R. L. (1950). Some Theorems in Least Squares. Biometrika, 37(1-2), 149-157. https://doi.org/10.1093/biomet/37.1-2.149

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