Least Squares, Adaptive-Lattice Algorithms.
Research rept. Jan-Apr 79,
NAVAL OCEAN SYSTEMS CENTER SAN DIEGO CA
Pagination or Media Count:
Recently, it has been shown by Morf, Lee and others that least squares, adaptive algorithms may be implemented in a lattice form. This result is of considerable interest due to the rapid convergence characteristics of least squares algorithms as well as the important properties of lattice structures such as high insensitivity to round-off noise. This report provides an explicit derivation of the joint real process, scalar least squares lattice algorithm. Also, a Fortran subroutine listing of the algorithm is presented. Author
- Statistics and Probability