FFT-based exponentially weighted recursive least squares computations

DOI10.1016/S0024-3795(96)00532-0zbMath0886.65039MaRDI QIDQ1368766

Michael Kwok-Po Ng

Publication date: 6 May 1998

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

zbMATH Keywords

algorithmnumerical examplespreconditioned conjugate gradient methodexponentially weighted RLS computationsFFT-based preconditionerrecursive least squares approximation

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Cites Work

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• Fast iterative methods for least squares estimations
• LMS-Newton adaptive filtering using FFT-based conjugate gradient iterations
• A Proposal for Toeplitz Matrix Calculations
• An Optimal Circulant Preconditioner for Toeplitz Systems
• Conjugate Gradient Methods for Toeplitz Systems

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