Recursive Least Squares on a Hypercube Multiprocessor Using the Covariance Factorization

DOI10.1137/0912005zbMath0718.65027OpenAlexW2001800194MaRDI QIDQ5750338

Charles S. Henkel, Robert J. Plemmons

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1137/0912005

zbMATH Keywords

parallel algorithmsrecursive least squaressignal processingrobust regressionTest resultshypercube multiprocessorcovariance factorizationadaptive filtering methods

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Parallel numerical computation (65Y05) Probabilistic methods, stochastic differential equations (65C99)

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