High Quality Content by WIKIPEDIA articles! 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 desired and the actual signal). This is contrast to other algorithms that aim to reduce the mean square error. The difference is that RLS filters are dependent on the signals themselves, whereas MSE filters are dependent on their statistics (specifically, the autocorrelation of the input and the cross-correlation of the input and desired signals). If these statistics are known, an MSE filter with fixed co-efficients (i.e., independent of the incoming data) can be built.

Данное издание не является оригинальным. Книга печатается по технологии принт-он-деманд после получения заказа.