Least squares modifications with inverse factorizations: Parallel implications

DOI10.1016/0377-0427(89)90363-4zbMath0677.65037WikidataQ114214722 ScholiaQ114214722MaRDI QIDQ1123540

S. H. Smith

Publication date: 1989

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-0427(89)90363-4

zbMATH Keywords

covariance matrix; parallel algorithms; multiprocessor architectures; Cholesky factor; control and signal processing; inverse factorizations; least-squares updates; linear sequential filtering

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

65F20: Numerical solutions to overdetermined systems, pseudoinverses

65K10: Numerical optimization and variational techniques

93E10: Estimation and detection in stochastic control theory

Related Items

Tracking the condition number for RLS in signal processing, Adaptive Lanczos methods for recursive condition estimation, An inverse factorization algorithm for linear prediction, Block RLS using row Householder reflections, Inverse updating and downdating for weighted linear least squares using \(M\)-invariant reflections, Rank-\(k\) modification methods for recursive least squares problems, Perturbation and error analyses for block downdating of a Cholesky decomposition, A perturbation analysis of the problem of downdating a Cholesky factorization

Uses Software

• LINPACK