Abstract: In this letter, a novel recursive total least squares (RTLS) algorithm that is grounded in a constrained Lagrange optimization of the errors-in-variables model is presented. The proposed ...
Ricursive Intelligence, founded by two former Google researchers and valued at $4 billion, is among several efforts to ...
Abstract: The Kalman filter is a recursive algorithm that provides optimal state estimation of a linear system using its state-space model and noisy observations. Since real measurements carry both ...