Fast Recursive Least Squares Adaptive Filtering by Fast Fourier Transform-Based Conjugate Gradient Iterations

DOI10.1137/0917060zbMath0860.65030OpenAlexW1973584143MaRDI QIDQ4891743

Robert J. Plemmons, Michael Kwok-Po Ng

Publication date: 21 April 1997

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0917060

zbMATH Keywords

performancealgorithmsnumerical examplesfast Fourier transformcondition numberToeplitz matrixupdatingcirculant matrixpreconditioned conjugate gradient methodsuperlinear convergenceadaptive filtercirculant embeddingrecursive least squares problem

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Iterative numerical methods for linear systems (65F10) Complexity and performance of numerical algorithms (65Y20)

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