A square root covariance algorithm for constrained recursive least squares estimation

DOI10.1007/BF00925827MaRDI QIDQ3987109zbMATH OpenOpenAlexFDO

Authors Joos Vandewalle, M. Moonen

Publication date 28 June 1992

Published in Journal of VLSI signal processing systems for signal, image and video technology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00925827

zbMATH Keywords

constrained recursive least squares problemcovariance algorithmorthogonal-inverse updating

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical mathematical programming methods (65K05) Quadratic programming (90C20)

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