Fast direct methods for Toeplitz least squares problems

Michael K. Ng

doi:10.1109/TENCON.1996.608437

Fast direct methods for Toeplitz least squares problems

Michael K. Ng^*

^*Corresponding author for this work

Department of Mathematics

Research output: Chapter in book/report/conference proceeding › Conference proceeding › peer-review

1 Citation (Scopus)

Abstract

Least squares estimations have been used extensively in many applications system identification and signal prediction. These applications, the least squares estimators can usually be found by solving Toeplitz least squares problems. We present fast algorithms for solving the Toeplitz least squares problems. The algorithm is derived by using the displacement representation of the normal equations matrix. Numerical experiments show that these algorithms are efficient.

Original language	English
Title of host publication	1996 IEEE TENCON - Digital Signal Processing Applications Proceedings
Publisher	IEEE
Pages	743-748
Number of pages	6
Volume	2
ISBN (Electronic)	078033681X
ISBN (Print)	0780336798, 0780336801
DOIs	https://doi.org/10.1109/TENCON.1996.608437
Publication status	Published - Nov 1996
Event	1996 IEEE TENCON - Digital Signal Processing Application Conference, TENCON 1996 - Perth, Australia Duration: 26 Nov 1996 → 29 Nov 1996 https://ieeexplore.ieee.org/xpl/conhome/4818/proceeding (Conference Proceedings)

Publication series

Name	IEEE TENCON - Digital Signal Processing Applications Proceedings

Conference

Conference	1996 IEEE TENCON - Digital Signal Processing Application Conference, TENCON 1996
Country/Territory	Australia
City	Perth
Period	26/11/96 → 29/11/96
Internet address	https://ieeexplore.ieee.org/xpl/conhome/4818/proceeding (Conference Proceedings)

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10.1109/TENCON.1996.608437

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@inproceedings{a1abaf764587454687ab8506a5f93f72,

title = "Fast direct methods for Toeplitz least squares problems",

abstract = "Least squares estimations have been used extensively in many applications system identification and signal prediction. These applications, the least squares estimators can usually be found by solving Toeplitz least squares problems. We present fast algorithms for solving the Toeplitz least squares problems. The algorithm is derived by using the displacement representation of the normal equations matrix. Numerical experiments show that these algorithms are efficient.",

author = "Ng, \{Michael K.\}",

note = "Publisher Copyright: {\textcopyright} 1996 IEEE. Funding Information: Research by M. Ng was supported by the Cooperative Research Centre for Advanced Computational Systems.; 1996 IEEE TENCON - Digital Signal Processing Application Conference, TENCON 1996 ; Conference date: 26-11-1996 Through 29-11-1996",

year = "1996",

month = nov,

doi = "10.1109/TENCON.1996.608437",

language = "English",

isbn = "0780336798",

volume = "2",

series = "IEEE TENCON - Digital Signal Processing Applications Proceedings",

publisher = "IEEE",

pages = "743--748",

booktitle = "1996 IEEE TENCON - Digital Signal Processing Applications Proceedings",

address = "United States",

url = "https://ieeexplore.ieee.org/xpl/conhome/4818/proceeding",

}

Ng, MK 1996, Fast direct methods for Toeplitz least squares problems. in 1996 IEEE TENCON - Digital Signal Processing Applications Proceedings. vol. 2, IEEE TENCON - Digital Signal Processing Applications Proceedings, IEEE, pp. 743-748, 1996 IEEE TENCON - Digital Signal Processing Application Conference, TENCON 1996, Perth, Western Australia, Australia, 26/11/96. https://doi.org/10.1109/TENCON.1996.608437

TY - GEN

T1 - Fast direct methods for Toeplitz least squares problems

AU - Ng, Michael K.

PY - 1996/11

Y1 - 1996/11

N2 - Least squares estimations have been used extensively in many applications system identification and signal prediction. These applications, the least squares estimators can usually be found by solving Toeplitz least squares problems. We present fast algorithms for solving the Toeplitz least squares problems. The algorithm is derived by using the displacement representation of the normal equations matrix. Numerical experiments show that these algorithms are efficient.

AB - Least squares estimations have been used extensively in many applications system identification and signal prediction. These applications, the least squares estimators can usually be found by solving Toeplitz least squares problems. We present fast algorithms for solving the Toeplitz least squares problems. The algorithm is derived by using the displacement representation of the normal equations matrix. Numerical experiments show that these algorithms are efficient.

UR - https://www.scopus.com/pages/publications/0030314287

U2 - 10.1109/TENCON.1996.608437

DO - 10.1109/TENCON.1996.608437

M3 - Conference proceeding

AN - SCOPUS:0030314287

SN - 0780336798

SN - 0780336801

VL - 2

T3 - IEEE TENCON - Digital Signal Processing Applications Proceedings

SP - 743

EP - 748

BT - 1996 IEEE TENCON - Digital Signal Processing Applications Proceedings

PB - IEEE

T2 - 1996 IEEE TENCON - Digital Signal Processing Application Conference, TENCON 1996

Y2 - 26 November 1996 through 29 November 1996

ER -

Fast direct methods for Toeplitz least squares problems

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