A fast algorithm for \({\mathcal Q}{\mathcal R}^{-1}\) factorization of Toeplitz matrices

DOI10.1016/0165-1684(94)00113-EzbMath0874.65017OpenAlexW2080160666MaRDI QIDQ673946

George-Othon Glentis

Publication date: 28 February 1997

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1684(94)00113-e

zbMATH Keywords

system identificationfilteringToeplitz matricesQR factorizationefficient algorithmsGram-Schmidt methodleast squares estimation

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Direct numerical methods for linear systems and matrix inversion (65F05)

Uses Software

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