Publication:
Numerically Sane Construction of Polynomial Least Squares Filters via QR Factorization

Loading...
Thumbnail Image
Authors
Borges, Carlos F.
Subjects
Advisors
Date of Issue
2016-03-15
Date
2016-03-15
Publisher
Monterey, California. Naval Postgraduate School
Language
Abstract
We carefully develop a numerically sane algorithm for constructing polynomial least squares filters using the QR factorization. Filters of this type appear in a range of practical techniques and are extremely important. Many published methods for constructing these filters rely on algorithms and derivations that are numerically unwise, that are unnecessarily complex, or that are simply incorrect. Moreover there is a lack of proper historical context. We address both issues here.
Type
Article
Description
Series/Report No
Department
Applied Mathematics
Organization
Naval Postgraduate School (U.S.)
Identifiers
NPS Report Number
Sponsors
Funder
Format
9 p.
Citation
Distribution Statement
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.
Collections