An inverse factorization algorithm for linear prediction

DOI10.1016/0024-3795(92)90025-6zbMath0763.65108OpenAlexW2068747293WikidataQ127014866 ScholiaQ127014866MaRDI QIDQ1194518

James G. Nagy, Robert J. Plemmons

Publication date: 27 September 1992

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

Full work available at URL: https://doi.org/10.1016/0024-3795(92)90025-6

zbMATH Keywords

computational complexitysignal processingsystolic arraylinear predictionfast \(QR\) factorization algorithminverse factorization schemeoptimum filter order

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25) Probabilistic methods, stochastic differential equations (65C99)

Related Items

Conference celebrating the 60th birthday of Robert J. Plemmons. Papers from the conference, Winston-Salem, NC, USA, January 1999 ⋮ Dedication to Robert J. Plemmons

Cites Work

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• QR factorization of Toeplitz matrices
• Systolic implementation of the lattice algorithm for least squares linear prediction problems
• Analysis of a recursive least squares hyperbolic rotation algorithm for signal processing
• Least squares modifications with inverse factorizations: Parallel implications
• A parallel implementation of the inverse QR adaptive filter
• A General Orthogonalization Technique with Applications to Time Series Analysis and Signal Processing
• Fast Parallel Algorithms for QR and Triangular Factorization
• Superfast Solution of Real Positive Definite Toeplitz Systems
• Recursive Least Squares Algorithm for Linear Prediction Problems

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