Round-off error propagation in four generally-applicable, recursive, least-squares estimation schemes

DOI10.1016/0005-1098(89)90013-7zbMath0684.93094OpenAlexW2017619259MaRDI QIDQ1825854

Verhaegen, Michel

Publication date: 1989

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2060/19880005326

zbMATH Keywords

numerical robustnessleast-squares estimation schemesround-off propagation

Mathematics Subject Classification ID

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• The Numerical Stability of the Levinson-Durbin Algorithm for Toeplitz Systems of Equations
• Perturbation Bounds for the $QR$ Factorization of a Matrix
• Methods for Modifying Matrix Factorizations

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