Abstract
This paper considers the problem of adaptive filtering in the presence of uncertainties in the regression data. A recursive procedure is derived that is based on solving local optimization problems that attemps to alleviate the worst-case effect of data uncertainties on filter performance. The resulting procedure turns out to have similarities with leakage-based adaptive filters.
| Original language | Undefined/Unknown |
|---|---|
| Pages (from-to) | 1175-1183 |
| Number of pages | 9 |
| Journal | Proceedings of the Allerton Conference on Communication, Control and Computing |
| Volume | 2 |
| State | Published - 2000 |
| Externally published | Yes |