A Stable and Efficient Algorithm for the Indefinite Linear Least-Squares Problem
1998
Abstract
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
Details
Title
A Stable and Efficient Algorithm for the Indefinite Linear Least-Squares Problem
Author(s)
Chandrasekaran, S. ; Gu, M. ; Sayed, Ali H.
Published in
SIAM Journal on Matrix Analysis and Applications
Volume
20
Issue
2
Pages
354-362
Date
1998
Publisher
Society for Industrial and Applied Mathematics
ISSN
1095-7162
Laboratories
ASL
Record Appears in
Scientific production and competences > STI - School of Engineering > IEM - Institut d'Electricité et de Microtechnique > ASL - Adaptative Systems Laboratory
Peer-reviewed publications
Work outside EPFL
Journal Articles
Published
Peer-reviewed publications
Work outside EPFL
Journal Articles
Published
Record creation date
2017-12-22