Cyclic reduction, dichotomy, and the estimation of differential equations (Q1379006)

Cyclic reduction is used to reduce the estimation problem in differential equations to an optimization problem subject to a fixed number of equality constraints. If orthogonal transformations are used in the cyclic reduction process, then it appears that stable computations are possible without the need for the structural information required for the stable imbeddings. The present paper provides evidence in support of this claim. In particular, it is shown that the cyclic reduction process is linked to a new family of representations of the solutions of the system of differential equations. Properties of the members of this family are described which give insight into the advantages of the orthogonal reduction form of cyclic reduction.