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Proceedings Paper

Fast recursive-least-squares algorithms for Toeplitz matrices
Author(s): Sanzheng Qiao
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Paper 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.

Paper Details

Date Published: 1 December 1991
PDF: 12 pages
Proc. SPIE 1566, Advanced Signal Processing Algorithms, Architectures, and Implementations II, (1 December 1991); doi: 10.1117/12.49811
Show Author Affiliations
Sanzheng Qiao, McMaster Univ. (Canada)


Published in SPIE Proceedings Vol. 1566:
Advanced Signal Processing Algorithms, Architectures, and Implementations II
Franklin T. Luk, Editor(s)

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