IMPROVED SQUARE-ROOT FORMS OF FAST LINEAR LEAST-SQUARES ESTIMATION ALGORITHMS

被引：0

作者：

LEBESNERAIS, G ^{[1
]}

GOUSSARD, Y ^{[1
]}

机构：

[1] ECOLE POLYTECH,INST GENIE BIOMED,MONTREAL H3C 3A7,QUEBEC,CANADA

来源：

IEEE TRANSACTIONS ON SIGNAL PROCESSING | 1993年 / 41卷 / 03期

关键词：

D O I：

10.1109/78.205745

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

Square-root factorization is one of the general ways of improving the numerical stability of fast algorithms, though it generally requires the use of hypernormal transformations which do not always exhibit a satisfactory numerical behavior. Here we propose an alternate approach, adapted from a paper by Bojanczyk and Steinhardt, using orthogonal transformations, which leads to more stable fast square-root algorithms. Applications to the generalized Levinson algorithm and the Chandrasekhar equations are detailed.

引用

页码：1415 / 1421

页数：7

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