Least squares modifications with inverse factorizations: Parallel implications
From MaRDI portal
Publication:1123540
DOI10.1016/0377-0427(89)90363-4zbMath0677.65037WikidataQ114214722 ScholiaQ114214722MaRDI QIDQ1123540
Publication date: 1989
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0377-0427(89)90363-4
covariance matrix; parallel algorithms; multiprocessor architectures; Cholesky factor; control and signal processing; inverse factorizations; least-squares updates; linear sequential filtering
93E11: Filtering in stochastic control theory
65F20: Numerical solutions to overdetermined systems, pseudoinverses
65K10: Numerical optimization and variational techniques
93E10: Estimation and detection in stochastic control theory
Related Items
Tracking the condition number for RLS in signal processing, Adaptive Lanczos methods for recursive condition estimation, An inverse factorization algorithm for linear prediction, Block RLS using row Householder reflections, A perturbation analysis of the problem of downdating a Cholesky factorization
Uses Software