FFT-based exponentially weighted recursive least squares computations☆

[1]  Raymond H. Chan,et al.  Conjugate Gradient Methods for Toeplitz Systems , 1996, SIAM Rev..

[2]  Sanzheng Qiao,et al.  Error propagation of some fast RLS algorithms , 1993, Optics & Photonics.

[3]  Robert J. Plemmons,et al.  FFT-based RLS in signal processing , 1993, 1993 IEEE International Conference on Acoustics, Speech, and Signal Processing.

[4]  Franklin T. Luk,et al.  Advanced Signal Processing Algorithms, Architectures, and Implementations XVIII , 1991 .

[5]  T. Chan An Optimal Circulant Preconditioner for Toeplitz Systems , 1988 .

[6]  G. Strang A proposal for toeplitz matrix calculations , 1986 .

[7]  S. Thomas Alexander,et al.  Adaptive Signal Processing , 1986, Texts and Monographs in Computer Science.

[8]  S. Haykin,et al.  Adaptive Filter Theory , 1986 .

[9]  D. B. Preston Spectral Analysis and Time Series , 1983 .

[10]  G. Golub Matrix computations , 1983 .