DocumentCode
2387038
Title
Fast direct methods for Toeplitz least squares problems
Author
Ng, Michael E.
Author_Institution
Comput. Sci. Lab., Australian Nat. Univ., Canberra, ACT, Australia
Volume
2
fYear
1996
fDate
26-29 Nov 1996
Firstpage
743
Abstract
Least 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
Keywords
Toeplitz matrices; least squares approximations; parameter estimation; prediction theory; signal processing; Toeplitz least squares problems; displacement representation; efficient algorithms; fast algorithms; fast direct methods; least squares estimation; normal equations matrix; numerical experiments; signal prediction; signal processing; system identification; Equations; Fast Fourier transforms; Filters; Flexible printed circuits; Least squares methods; Linear systems; Signal processing; Signal processing algorithms;
fLanguage
English
Publisher
ieee
Conference_Titel
TENCON '96. Proceedings., 1996 IEEE TENCON. Digital Signal Processing Applications
Conference_Location
Perth, WA
Print_ISBN
0-7803-3679-8
Type
conf
DOI
10.1109/TENCON.1996.608437
Filename
608437
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