A batch least squares lattice algorithm

A fast square root batch least squares algorithm for autoregressive model structures that requires only seven floating point operations per sample per estimated parameter is derived. Memory requirements, as well as the number of floating point operations, are of order n, where n is the model order....

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Bibliographic Details

Published in:	IEEE Conference on Decision and Control pp. 3709 - 3710 vol.4
Main Author:	Aling, H.
Format:	Conference Proceeding
Language:	English
Published:	IEEE 1992
Subjects:	Lattices Least squares approximation Least squares methods Parameter estimation
ISBN:	9780780308725, 0780308727
Online Access:	Get full text
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