The numerical stability of the lattice algorithm for least squares linear prediction problems
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics,Computer Networks and Communications,Software
Link
http://link.springer.com/content/pdf/10.1007/BF01934903.pdf
Reference11 articles.
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3. A. K. Cline,An elimination method for the solution of linear least squares problems, SIAM J. Num. Anal. 10 (1973), 283–289.
4. G. Cybenko,The numerical stability of the Levinson-Durbin algorithm for Toeplitz systems of equations, SIAM J. Sci. & Stat. Comp. 1 (1980), 303–310.
5. G. Cybenko,A general orthogonaiization technique with applications to signal processing and time series analysis, Math. Comp. 40 (1983), 323–336.
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