Efficient block implementation of exact sequential least-squares problems

DOI10.1109/29.1536MaRDI QIDQ3791062zbMATH OpenOpenAlexFDO

Authors Xiaohu Yu, Zhenya He

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/10.1109/29.1536

zbMATH Keywords

computational complexitydata blockleast-squares estimationtime- and order-recursive algorithms

Mathematics Subject Classification ID

Sequential estimation (62L12) Inference from stochastic processes and prediction (62M20) Probabilistic methods, stochastic differential equations (65C99) Analysis of algorithms and problem complexity (68Q25) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12)

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