English

Kaczmarz Projection Algorithms in Moving Window: Performance Improvement via Extended Orthogonality & Forgetting

Optimization and Control 2024-05-28 v1 Numerical Analysis Dynamical Systems Numerical Analysis Spectral Theory

Abstract

New Kaczmarz algorithms with rank two gain update, extended orthogonality property and forgetting mechanism which includes both exponential and instantaneous forgetting (implemented via a proper choice of the forgetting factor and the window size) are introduced and associated in this report with well-known Kaczmarz algorithms with rank one update.

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Cite

@article{arxiv.2405.16903,
  title  = {Kaczmarz Projection Algorithms in Moving Window: Performance Improvement via Extended Orthogonality & Forgetting},
  author = {Alexander Stotsky},
  journal= {arXiv preprint arXiv:2405.16903},
  year   = {2024}
}

Comments

J Sign Process Syst, 2024