research article
A Stable and Efficient Algorithm for the Indefinite Linear Least-Squares Problem
We develop an algorithm for the solution of indefinite least-squares problems. Such problems arise in robust estimation, filtering, and control, and numerically stable solutions have been lacking. The algorithm developed herein involves the QR factorization of the coefficient matrix and is provably numerically stable
Type
research article
Author(s)
Date Issued
1998
Published in
Volume
20
Issue
2
Start page
354
End page
362
Editorial or Peer reviewed
REVIEWED
Written at
OTHER
EPFL units
Available on Infoscience
December 22, 2017
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