The numerical stability of the lattice algorithm for least squares linear prediction problems
DOI10.1007/BF01934903zbMATH Open0555.65099MaRDI QIDQ760790FDOQ760790
Authors: George Cybenko 
Publication date: 1984
Published in: BIT (Search for Journal in Brave)
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- Fixed-point error analysis of the lattice and the Schur algorithms for the autocorrelation method of linear prediction
normal equationsfilteringnumerical stabilityorthogonalization methodround-offlattice algorithmleast- squares linear prediction problems
Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99) Inference from stochastic processes and prediction (62M20) Numerical solutions to overdetermined systems, pseudoinverses (65F20)
Cites Work
- Handbook series linear algebra. Linear least squares solutions by Householder transformations
- Title not available (Why is that?)
- Title not available (Why is that?)
- The Numerical Stability of the Levinson-Durbin Algorithm for Toeplitz Systems of Equations
- Solving linear least squares problems by Gram-Schmidt orthogonalization
- Perturbation Bounds for the $QR$ Factorization of a Matrix
- A General Orthogonalization Technique with Applications to Time Series Analysis and Signal Processing
- An Elimination Method for the Solution of Linear Least Squares Problems
Cited In (10)
- The normalized least-squares order-recursive lattice smoother
- Fixed-point error analysis of the lattice and the Schur algorithms for the autocorrelation method of linear prediction
- Recursive Least Squares Algorithm for Linear Prediction Problems
- A generalized isometric Arnoldi algorithm
- Comparing LS FIR filtering and l-step ahead linear prediction
- Stability of linear predictors and numerical range of a linear operator (Corresp.)
- Fast orthogonal decomposition of rank deficient Toeplitz matrices
- Comparison of least-squares and stochastic gradient lattice predictor algorithms using two performance criteria
- Stability analysis of the G-algorithm and a note on its applications to sparse least squares problems
- Systolic implementation of the lattice algorithm for least squares linear prediction problems
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