The numerical stability of the lattice algorithm for least squares linear prediction problems

DOI10.1007/BF01934903MaRDI QIDQ760790zbMATH OpenFDO

Authors George Cybenko

Publication date 1984

Published in BIT (Search for Journal in Brave)

zbMATH Keywords

normal equationsfilteringnumerical stabilityorthogonalization methodround-offlattice algorithmleast- squares linear prediction problems

Mathematics Subject Classification ID

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)

Recommendations

• Recursive Least Squares Algorithm for Linear Prediction Problems
• Systolic implementation of the lattice algorithm for least squares linear prediction problems
• Stabilité numérique de l'algorithme de Levinson
• A General Orthogonalization Technique with Applications to Time Series Analysis and Signal Processing
• Fixed-point error analysis of the lattice and the Schur algorithms for the autocorrelation method of linear prediction

Cites work

• scientific article; zbMATH DE number 3562346 (Why is no real title available?)
• scientific article; zbMATH DE number 3892457 (Why is no real title available?)
• A General Orthogonalization Technique with Applications to Time Series Analysis and Signal Processing
• An Elimination Method for the Solution of Linear Least Squares Problems
• Handbook series linear algebra. Linear least squares solutions by Householder transformations
• Perturbation Bounds for the $QR$ Factorization of a Matrix
• Solving linear least squares problems by Gram-Schmidt orthogonalization
• The Numerical Stability of the Levinson-Durbin Algorithm for Toeplitz Systems of Equations

Cited in

(10)

• Stability of linear predictors and numerical range of a linear operator (Corresp.)
• Recursive Least Squares Algorithm for Linear Prediction Problems
• Fast orthogonal decomposition of rank deficient Toeplitz matrices
• 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
• A generalized isometric Arnoldi algorithm
• The normalized least-squares order-recursive lattice smoother
• Comparing LS FIR filtering and l-step ahead linear prediction
• Comparison of least-squares and stochastic gradient lattice predictor algorithms using two performance criteria
• Fixed-point error analysis of the lattice and the Schur algorithms for the autocorrelation method of linear prediction

Describes a project that uses

Uses Software

• TOEPLITZ

This page was built for publication: The numerical stability of the lattice algorithm for least squares linear prediction problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q760790)