作者
Charles Rader, A Steinhardt
发表日期
1986/12
期刊
IEEE transactions on acoustics, speech, and signal processing
卷号
34
期号
6
页码范围
1589-1602
出版商
IEEE
简介
A class of transformation matrices, analogous to the Householder matrices, is developed, with a nonorthogonal property designed to permit the efficient deletion of data from least-squares problems. These matrices, which we term hyperbolic Householder, are shown to effect deletion, or simultaneous addition and deletion, of data with much less sensitivity to rounding errors than for techniques based on normal equations. When the addition/deletion sets are large, this numerical robustness is obtained at the expense of only a modest increase in computations, and when only a relatively small fraction of the data set is modified, there is a decrease in required computations. Two applications to signal processing problems are considered. First, these transformations are used to obtain a square root algorithm for windowed recursive least-squares filtering. Second, the transformations are employed to implement the …
引用总数
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学术搜索中的文章
C Rader, A Steinhardt - IEEE transactions on acoustics, speech, and signal …, 1986