On inverse factorization adaptive least-squares algorithms

This paper presents an adaptive exponentially weighted algorithm for least-squares (LS) system identification. The algorithm updates an inverse ‘square root’ factor of the input data correlation matrix, by applying numerically robust orthogonal Householder transformations. The scheme avoids, almost...

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Bibliographic Details

Published in:	Signal processing Vol. 52; no. 1; pp. 35 - 47
Main Authors:	Rontogiannis, Athanasios A., Theodoridis, Sergios
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 01.07.1996
Subjects:	Inverse factorization algorithms Numerical stability Orthogonal Householder transformations Parallel algorithms Inverse factorization algorithms Orthogonal Householder transformations Parallel algorithms Numerical stability
ISSN:	0165-1684, 1872-7557
Online Access:	Get full text
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