Continuous-time recursive least-squares estimation, adaptive neural networks and systolic arrays
Jeroen Dehaene, Marc Moonen, Joos P. L. Vandewalle · IEEE Transactions on Circuits and Systems I Fundamental Theory and Applications · 1995
We derive square-root covariance-type and information-type algorithms for continuous-time recursive least-squares estimation. The algorithms allow for easy manipulation and uniform parallelization. They are related to well-known neural adaptation laws and can be considered as continuous-time limits of systolic arrays.>