Recursive Least Squares Lattice Algorithms - A Geometrical Approach.

Abstract

Several time-recursive least squares algorithms have been developed in recent years. In this report a geometrical formalism is defined which utilizes a nested family of metric spaces indexed by the data time interval. This approach leads to a simplified derivation of the so-called recursive least squares lattices algorithms (recursive in time and order). In particular, it is found that the resulting structure provides a single framework which encompasses an entire family of fairly complex algorithms as well as providing geometrical insight into their behavior. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Dec 15, 1979
Accession Number
ADA087566

Entities

People

  • M. J. Shensa

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Autocorrelation
  • Coefficients
  • Computations
  • Data Science
  • Electronics
  • Engineering
  • Equations
  • Estimators
  • Identities
  • Information Science
  • Notation
  • Polynomials
  • Regression Analysis
  • Time Intervals
  • Vector Spaces

Readers

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Technology Areas

  • Space