On inverse factorization adaptive least-squares algorithms

DOI10.1016/0165-1684(96)00060-6MaRDI QIDQ671321zbMATH OpenOpenAlexFDO

Authors Athanasios A. Rontogiannis, Sergios Theodoridis

Publication date 27 February 1997

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1684(96)00060-6

zbMATH Keywords

adaptive exponentially weighted algorithmcomputational complexityimplementationsinverse factorization algorithmsleast-squares system identificationnumerical propertiesnumerical stabilityorthogonal Householder transformationsparallel algorithmsrobustsquare array architecture

Mathematics Subject Classification ID

Parallel numerical computation (65Y05) System identification (93B30) Least squares and related methods for stochastic control systems (93E24)

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Cited in

(2)

• Recursive least squares with stabilized inverse factorization
• A Robust and Efficient ILU that Incorporates the Growth of the Inverse Triangular Factors

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