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

parallel processorsrecursive least squares problemblock implementation of a Schur-type algorithm

Mathematics Subject Classification ID

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

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Cited in

(6)

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

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