Approximate Least Squares
| Autor: | Michael Lunglmayr, Mario Huemer, Christoph Unterrieder |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2013 |
| Předmět: |
Recursive least squares filter
FOS: Computer and information sciences Mathematical optimization Generalized least squares Least squares Levenberg–Marquardt algorithm Iteratively reweighted least squares Non-linear least squares Computer Science - Data Structures and Algorithms Applied mathematics Data Structures and Algorithms (cs.DS) Total least squares Linear least squares Mathematics |
| Zdroj: | ICASSP |
| Popis: | We present a novel iterative algorithm for approximating the linear least squares solution with low complexity. After a motivation of the algorithm we discuss the algorithm's properties including its complexity, and we present theoretical results as well as simulation based performance results. We describe the analysis of its convergence behavior and show that in the noise free case the algorithm converges to the least squares solution. Preprint of the paper submitted to IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP) 2014 |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|