Fast residual computation for sliding window recursive least squares methods

DOI10.1016/0165-1684(95)00043-DzbMath0875.93576OpenAlexW2095119446WikidataQ126573330 ScholiaQ126573330MaRDI QIDQ1350395

Haesun Park, Kyeongah Yoo

Publication date: 27 February 1997

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1684(95)00043-d

zbMATH Keywords

Exponential window methodFast residual computationHyperbolic rotationLINPACK downdating algorithmRecursive least squaresSliding window methodStabilized hyperbolic rotation

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (1)

Dual–primal algorithm for linear optimization

Uses Software

• LINPACK

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