Fast QR algorithms based on backward prediction errors: A new implementation and its finite precision performance

DOI10.1007/S00034-004-7035-ZzbMath1064.93051OpenAlexW2061090418MaRDI QIDQ1429409

Marcio G. Siqueira, José Antonio jun. Apolinário, Paulo S. R. Diniz

Publication date: 18 May 2004

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00034-004-7035-z

zbMATH Keywords

adaptive systemsQR algorithmsbackward prediction errorsrecursive least-squares problem

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Least squares and related methods for stochastic control systems (93E24) Stochastic learning and adaptive control (93E35)

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