Table 1 Most commonly used variables and parameters

u _k

Input sequence

u _k

Vector with input sequence

x _k

Vector with alternative input sequence

Alternative regression vector

w

Unknown system (impulse response)

w _k

Estimate of w

g

Unknown system 1st. partition

g _k

Estimate of g

h

Unknown system 2nd. partition

h _k

Estimate of h

a

Unknown IIR system recursive partition

a _k

Estimate of a

b

Unknown IIR system forward partition

b _k

Estimate of b

d _k

Desired, observed noisy output

y _k

Desired, undistorted output

y _k

Vector of undistorted outputs

\(\hat {{\mathrm {\mathbf {y}}}}_{k}\)

Vector with estimated outputs

v _k

Additive noise

M

Filter order