A unified derivation for fast estimation algorithms by the conjugate direction method (Q1067758): Difference between revisions

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Revision as of 02:05, 5 March 2024

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A unified derivation for fast estimation algorithms by the conjugate direction method
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    A unified derivation for fast estimation algorithms by the conjugate direction method (English)
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    1985
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    This is a very interesting paper which provides a unified derivation for the Levinson-Durbin-Whittle-Wiggins-Robinson fast recursive least squares, ladder and fast Cholesky algorithms as special cases of conjugate direction method.
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    Levinson
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    Durbin
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    Whittle
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    Wiggins
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    Robinson
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    fast recursive least squares
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    Cholesky
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    conjugate direction method
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