THE GENERALIZED LEVINSON ALGORITHM FOR BLOCK LEAST-SQUARES METHODS OF LINEAR PREDICTION

被引：0
|
作者：
OKSA, G [1 ]
机构：
[1] NUCL POWER PLANT RES INST,91864 TRNAVA,SLOVAKIA
来源：
COMPUTERS AND ARTIFICIAL INTELLIGENCE | 1994年 / 13卷 / 04期
关键词：
LINEAR PREDICTION; BLOCK LEAST SQUARES METHODS; LEVINSON RECURSION; ALPHA-STATIONARY MATRIX;
D O I：
暂无
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
The paper presents the generalized Levinson algorithm for all block least squares methods of linear prediction of scalar signals. Special form of this algorithm is derived for the class of Hermitian, alpha-stationary matrices with arithmetic complexity of O (f(alpha) x p(2)), p being the model order and f(alpha) being the linear function of alpha.
引用
收藏
页码：353 / 376
页数：24
相关论文
共 50 条
  • [41] ON THE TOTAL LEAST-SQUARES LINEAR PREDICTION METHOD FOR FREQUENCY ESTIMATION
    HUA, YB
    SARKAR, TK
    IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1990, 38 (12): : 2186 - 2189
  • [42] On the hierarchical least-squares algorithm
    Stoica, P
    Agrawal, M
    Åhgren, P
    IEEE COMMUNICATIONS LETTERS, 2002, 6 (04) : 153 - 155
  • [43] Some new preconditioned generalized AOR methods for generalized least-squares problems
    Zhao, Jianxing
    Li, Chaoqian
    Wang, Feng
    Li, Yaotang
    INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2014, 91 (06) : 1370 - 1383
  • [44] ALGORITHM FOR TREATMENT OF LINEAR LEAST-SQUARES PROBLEM WITH INTERVAL COEFFICIENTS
    SPELLUCCI, P
    KRIER, N
    COMPUTING, 1976, 17 (03) : 207 - 218
  • [45] LEAST-SQUARES VARIATIONAL METHODS
    BECKER, M
    FENECH, H
    TRANSACTIONS OF THE AMERICAN NUCLEAR SOCIETY, 1964, 7 (01): : 11 - &
  • [46] A GENERAL UPDATING ALGORITHM FOR CONSTRAINED LINEAR LEAST-SQUARES PROBLEMS
    BJORCK, A
    SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING, 1984, 5 (02): : 394 - 402
  • [47] AN ADAPTIVE NON-LINEAR LEAST-SQUARES ALGORITHM - REMARK
    GAY, DM
    ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE, 1983, 9 (01): : 139 - 139
  • [48] A stable and efficient algorithm for the indefinite linear least-squares problem
    Chandrasekaran, S
    Gu, M
    Sayed, AH
    SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 1998, 20 (02) : 354 - 362
  • [49] Some new preconditioned generalized AOR methods for generalized least-squares problems
    Huang, Zheng-Ge
    Xu, Zhong
    Lu, Quan
    Cui, Jing-Jing
    APPLIED MATHEMATICS AND COMPUTATION, 2015, 269 : 87 - 104
  • [50] VARIATIONAL-METHODS FOR NON-LINEAR LEAST-SQUARES
    ALBAALI, M
    FLETCHER, R
    JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 1985, 36 (05) : 405 - 421
12345