A fast algorithm for \({\mathcal Q}{\mathcal R}^{-1}\) factorization of Toeplitz matrices (Q673946)
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scientific article; zbMATH DE number 985849
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| English | A fast algorithm for \({\mathcal Q}{\mathcal R}^{-1}\) factorization of Toeplitz matrices |
scientific article; zbMATH DE number 985849 |
Statements
A fast algorithm for \({\mathcal Q}{\mathcal R}^{-1}\) factorization of Toeplitz matrices (English)
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28 February 1997
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least squares estimation
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QR factorization
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efficient algorithms
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Toeplitz matrices
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Gram-Schmidt method
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filtering
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system identification
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0.8642374277114868
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0.8302484750747681
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0.8200939893722534
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