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 complexityleast-squares estimationdata blocktime- and order-recursive algorithms

Mathematics Subject Classification ID

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

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