From: Robust adaptive filtering using recursive weighted least squares with combined scale and variable forgetting factors
P(0)
102 I
10I
I
0.1I
Iterations
50
366.9852
36.6985
0.3670
0.3530
100
0.9492
0.4582
1.1870
1.3091
1000
0.0100
0.0092
0.0085
0.0119