Fast recursive-least-squares algorithms for Toeplitz matrices

Sanzheng Qiao

doi:10.1117/12.49811

1 December 1991 Fast recursive-least-squares algorithms for Toeplitz matrices

Sanzheng Qiao

Proceedings Volume 1566, Advanced Signal Processing Algorithms, Architectures, and Implementations II; (1991) https://doi.org/10.1117/12.49811
Event: San Diego, '91, 1991, San Diego, CA, United States

Abstract

A new derivation of the QR-based fast recursive least squares algorithms for Toeplitz matrices is presented. Algorithms for computing Q and R in the QR decomposition of the data matrix are proposed. These algorithms can be efficiently incorporated with the fast recursive least squares algorithm and can be performed only when they are needed.

Citation Download Citation

Sanzheng Qiao "Fast recursive-least-squares algorithms for Toeplitz matrices", Proc. SPIE 1566, Advanced Signal Processing Algorithms, Architectures, and Implementations II, (1 December 1991); https://doi.org/10.1117/12.49811

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