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Conference Paper: Fast direct methods for Toeplitz least squares problems

TitleFast direct methods for Toeplitz least squares problems
Authors
KeywordsComputers
Issue Date1996
PublisherIEEE.
Citation
IEEE Region 10 Digital Signal Processing Applications Proceedings, Perth, Western Australia, 26-29 November 1996, v. 2, p. 743-748 How to Cite?
AbstractLeast squares estimations have been used extensively in many applications system identification and signal prediction. These applications, the least squares estimators can usually be found by solving Toeplitz least squares problems. We present fast algorithms for solving the Toeplitz least squares problems. The algorithm is derived by using the displacement representation of the normal equations matrix. Numerical experiments show that these algorithms are efficient.
Persistent Identifierhttp://hdl.handle.net/10722/46600
ISSN

 

DC FieldValueLanguage
dc.contributor.authorNg, KPen_HK
dc.date.accessioned2007-10-30T06:53:54Z-
dc.date.available2007-10-30T06:53:54Z-
dc.date.issued1996en_HK
dc.identifier.citationIEEE Region 10 Digital Signal Processing Applications Proceedings, Perth, Western Australia, 26-29 November 1996, v. 2, p. 743-748en_HK
dc.identifier.issn0886-1420en_HK
dc.identifier.urihttp://hdl.handle.net/10722/46600-
dc.description.abstractLeast squares estimations have been used extensively in many applications system identification and signal prediction. These applications, the least squares estimators can usually be found by solving Toeplitz least squares problems. We present fast algorithms for solving the Toeplitz least squares problems. The algorithm is derived by using the displacement representation of the normal equations matrix. Numerical experiments show that these algorithms are efficient.en_HK
dc.format.extent490317 bytes-
dc.format.extent4654 bytes-
dc.format.mimetypeapplication/pdf-
dc.format.mimetypetext/plain-
dc.languageengen_HK
dc.publisherIEEE.en_HK
dc.rightsCreative Commons: Attribution 3.0 Hong Kong License-
dc.rights©1996 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.en_HK
dc.subjectComputersen_HK
dc.titleFast direct methods for Toeplitz least squares problemsen_HK
dc.typeConference_Paperen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=0886-1420&volume=2&spage=743&epage=748&date=1996&atitle=Fast+direct+methods+for+Toeplitz+least+squares+problemsen_HK
dc.description.naturepublished_or_final_versionen_HK
dc.identifier.doi10.1109/TENCON.1996.608437en_HK
dc.identifier.hkuros34997-

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