Analysis of a recursive least squares hyperbolic rotation algorithm for signal processing

DOI10.1016/0024-3795(88)90158-9zbMath0639.94004MaRDI QIDQ1100129

B. George

Publication date: 1988

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(88)90158-9

zbMATH Keywords

discrete systems; updating; digital signal processing; downdating; digital systems; hyperbolic rotations; Cholesky factor; least square solution; real valued matrix equation

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

94A12: Signal theory (characterization, reconstruction, filtering, etc.)

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Uses Software

• LINPACK

Cites Work

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