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
  • [21] The generalized frequency-domain adaptive filtering algorithm as an approximation of the block recursive least-squares algorithm
    Schneider, Martin
    Kellermann, Walter
    EURASIP JOURNAL ON ADVANCES IN SIGNAL PROCESSING, 2016, : 1 - 15
  • [22] Generalized linear least-squares modeling algorithm for optimally sampled PET image data
    Feng, D
    Ho, D
    Lau, KK
    Siu, WC
    QUANTITATIVE FUNCTIONAL BRAIN IMAGING WITH POSITRON EMISSION TOMOGRAPHY, 1998, : 339 - 345
  • [23] On the convergence of the generalized linear least squares algorithm
    Negoita, C
    Renaut, RA
    BIT NUMERICAL MATHEMATICS, 2005, 45 (01) : 137 - 158
  • [24] LINEAR LEAST-SQUARES PREDICTION APPROACH TO CLUSTER SAMPLING
    ROYALL, RM
    BIOMETRICS, 1975, 31 (02) : 601 - 601
  • [25] Least-squares prediction in linear models with integer unknowns
    P. J. G. Teunissen
    Journal of Geodesy, 2007, 81 : 565 - 579
  • [26] Universal linear least-squares prediction in the presence of noise
    Zeitler, Georg C.
    Singer, Andrew C.
    2007 IEEE/SP 14TH WORKSHOP ON STATISTICAL SIGNAL PROCESSING, VOLS 1 AND 2, 2007, : 611 - 614
  • [27] Least-squares prediction in linear models with integer unknowns
    Teunissen, P. J. G.
    JOURNAL OF GEODESY, 2007, 81 (09) : 565 - 579
  • [28] SOLUTION OF LINEAR LEAST-SQUARES VIA THE ABS ALGORITHM
    SPEDICATO, E
    BODON, E
    MATHEMATICAL PROGRAMMING, 1993, 58 (01) : 111 - 136
  • [29] A FAST SEQUENTIAL ALGORITHM FOR LEAST-SQUARES FILTERING AND PREDICTION
    CARAYANNIS, G
    MANOLAKIS, DG
    KALOUPTSIDIS, N
    IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1983, 31 (06): : 1394 - 1402
  • [30] GENERALIZED LEAST-SQUARES AND EIGENVALUES
    SHUCHAT, A
    AMERICAN MATHEMATICAL MONTHLY, 1985, 92 (09): : 656 - 659
12345