A new derivation for fast recursive least squares and Levinson algorithms by the conjugate direction method
- 24 March 2005
- proceedings article
- Published by Institute of Electrical and Electronics Engineers (IEEE)
- Vol. 8, 675-678
- https://doi.org/10.1109/icassp.1983.1172072
Abstract
No abstract availableKeywords
This publication has 7 references indexed in Scilit:
- A relationship between the Levinson algorithm and the conjugate direction methodIEEE Transactions on Acoustics, Speech, and Signal Processing, 1983
- Fast calculation of gain matrices for recursive estimation schemesInternational Journal of Control, 1978
- Efficient solution of covariance equations for linear predictionIEEE Transactions on Acoustics, Speech, and Signal Processing, 1977
- Fast algorithms for recursive identificationPublished by Institute of Electrical and Electronics Engineers (IEEE) ,1976
- Recursive solution to the multichannel filtering problemJournal of Geophysical Research, 1965
- Methods of conjugate gradients for solving linear systemsJournal of Research of the National Bureau of Standards, 1952
- The Wiener (Root Mean Square) Error Criterion in Filter Design and PredictionJournal of Mathematics and Physics, 1946