Recursive Least Squares on a Hypercube Multiprocessor Using the Covariance Factorization
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Publication:5750338
DOI10.1137/0912005zbMath0718.65027MaRDI QIDQ5750338
Robert J. Plemmons, Charles S. Henkel
Publication date: 1991
Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0912005
parallel algorithms; recursive least squares; signal processing; robust regression; Test results; hypercube multiprocessor; covariance factorization; adaptive filtering methods
62J05: Linear regression; mixed models
65F20: Numerical solutions to overdetermined systems, pseudoinverses
94A12: Signal theory (characterization, reconstruction, filtering, etc.)
65Y05: Parallel numerical computation
65C99: Probabilistic methods, stochastic differential equations
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