Stabilizing the Generalized Schur Algorithm

DOI10.1137/S0895479895287419MaRDI QIDQ4717301zbMATH OpenOpenAlexFDO

Authors Ali H. Sayed, S. Chandrasekaran

Publication date 21 April 1997

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0895479895287419

zbMATH Keywords

backward stabilityBlaschke matrixCholesky factorizationdisplacement structureerror analysishyperbolic rotationsSchur algorithm

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Orthogonalization in numerical linear algebra (65F25)

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• A numerically stable, finite memory, fast array recursive least squares filter for broadband active noise control
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