Efficient block implementation of exact sequential least-squares problems

DOI10.1109/29.1536zbMath0646.93064OpenAlexW2109491976MaRDI QIDQ3791062

Xiaohu Yu, Zhenya He

Publication date: 1988

Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/29.1536

zbMATH Keywords

computational complexityleast-squares estimationdata blocktime- and order-recursive algorithms

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Analysis of algorithms and problem complexity (68Q25) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Sequential estimation (62L12) Probabilistic methods, stochastic differential equations (65C99)

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