A unified derivation for fast estimation algorithms by the conjugate direction method (Q1067758)
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scientific article; zbMATH DE number 3930261
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A unified derivation for fast estimation algorithms by the conjugate direction method |
scientific article; zbMATH DE number 3930261 |
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A unified derivation for fast estimation algorithms by the conjugate direction method (English)
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1985
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This is a very interesting paper which provides a unified derivation for the Levinson-Durbin-Whittle-Wiggins-Robinson fast recursive least squares, ladder and fast Cholesky algorithms as special cases of conjugate direction method.
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Levinson
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Durbin
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Whittle
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Wiggins
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Robinson
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fast recursive least squares
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Cholesky
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conjugate direction method
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