scientific article; zbMATH DE number 4147361

MaRDI QIDQ3477852zbMATH OpenFDO

Authors Xiaohu You, Zhenya He

Publication date 1989

zbMATH Keywords

ARMA system parametersestimationfastFIR-systemsidentificationinput signal samplesorder-recursive least-squares algorithmsrecursive least-squares algorithmsignal processingsquare root normalized fast ORLS algorithmsupdating nonsymmetric projection operators

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics (62P99) Probabilistic methods, stochastic differential equations (65C99)

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(6)

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• Efficient block implementation of exact sequential least-squares problems
• Computational Science – ICCS 2005

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