Block implementation of a recursive least squares estimation algorithm

DOI10.1109/29.7557MaRDI QIDQ3809652zbMATH OpenOpenAlexFDO

Authors Youji Iiguni, Hideaki Sakai, Hidekatsu Tokumaru

Publication date 1988

Published in IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/29.7557

zbMATH Keywords

block implementation of a Schur-type algorithmparallel processorsrecursive least squares problem

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Theory of operating systems (68N25) Analysis of algorithms and problem complexity (68Q25) System identification (93B30)

Recommendations

• A revisit to block and recursive least squares for parameter estimation
• Blockwise recursive iterative procedures for the least-squares solution of non-linear problems
• Efficient block implementation of exact sequential least-squares problems
• A Recursive Restricted Total Least-Squares Algorithm
• Efficient algorithms for block downdating of least squares solutions
• A robust recursive least squares algorithm
• Block Downdating of Least Squares Solutions
• scientific article; zbMATH DE number 4187005
• Block conjugate gradient algorithms for least squares problems
• A Fast Robust Recursive Least-Squares Algorithm

Cited in

(10)

• Efficient algorithms for block downdating of least squares solutions
• Recursive least-squares using a hybrid Householder algorithm on massively parallel SIMD systems.
• Efficient block implementation of exact sequential least-squares problems
• A recursive least-squares algorithm with multiple inputs and outputs, and a cylindrical systolic implementation
• scientific article; zbMATH DE number 17455 (Why is no real title available?)
• scientific article; zbMATH DE number 1014741 (Why is no real title available?)
• scientific article; zbMATH DE number 1079095 (Why is no real title available?)
• A parallelizable recursive least squares algorithm for adaptive filtering, with very good tracking properties
• A block floating-point treatment to the LMS algorithm: efficient realization and a roundoff error analysis
• New approach to parallel systolic algorithm implementations -- RLSL example

This page was built for publication: Block implementation of a recursive least squares estimation algorithm

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3809652)