Title :
Approximate least squares
Author :
Lunglmayr, Michael ; Unterrieder, Christoph ; Huemer, Mario
Author_Institution :
Embedded Syst. & Signal Process., Klagenfurt Univ., Klagenfurt, Austria
Abstract :
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.
Keywords :
iterative methods; least squares approximations; signal processing; approximate least squares; convergence behavior; iterative algorithm; linear least squares solution; Algorithm design and analysis; Approximation algorithms; Complexity theory; Least squares approximations; Noise; Signal processing algorithms; Vectors; approximation; complexity; iterative algorithm; least squares;
Conference_Titel :
Acoustics, Speech and Signal Processing (ICASSP), 2014 IEEE International Conference on
Conference_Location :
Florence
DOI :
10.1109/ICASSP.2014.6854489
