Approximate Least Squares
Data Structures and Algorithms
2016-11-15 v1
Abstract
We present a novel iterative algorithm for approximating the linear least squares solution with low complexity. After a motivation of the algorithm we discuss the algorithm's properties including its complexity, and we present theoretical results as well as simulation based performance results. We describe the analysis of its convergence behavior and show that in the noise free case the algorithm converges to the least squares solution.
Cite
@article{arxiv.1312.3134,
title = {Approximate Least Squares},
author = {Michael Lunglmayr and Christoph Unterrieder and Mario Huemer},
journal= {arXiv preprint arXiv:1312.3134},
year = {2016}
}
Comments
Preprint of the paper submitted to IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP) 2014