Systolic implementation of the lattice algorithm for least squares linear prediction problems

DOI10.1016/0024-3795(86)90160-6zbMath0587.65100OpenAlexW1979641396MaRDI QIDQ1072367

Adam W. Bojanczyk

Publication date: 1986

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(86)90160-6

zbMATH Keywords

Toeplitz matrixleast squareslinear predictionstationary time serieslinear systolic arraylattice algorithm

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

An inverse factorization algorithm for linear prediction

Cites Work

• Unnamed Item
• The numerical stability of the lattice algorithm for least squares linear prediction problems
• A General Orthogonalization Technique with Applications to Time Series Analysis and Signal Processing

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