Sequential and Adaptive Learning Algorithms for M-Estimation
The M-estimate of a linear observation model has many important engineering applications such as identifying a linear system under non-Gaussian noise. Batch algorithms based on the EM algorithm or the iterative reweighted least squares algorithm have been widely adopted. In recent years, several seq...
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| Format: | Article |
| Language: | English |
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SpringerOpen
2008-05-01
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| Series: | EURASIP Journal on Advances in Signal Processing |
| Online Access: | http://dx.doi.org/10.1155/2008/459586 |