Answers are grounded in this paper and cite their sources.
This paper presents a recursive form of the modified Gram-Schmidt algorithm (RMGS). This new recursive least-squares (RLS) estimation algorithm has a computational complexity similar to the conventional RLS algorithm, but is more robust to roundoff errors and has a highly modular structure, suitable for VLSI implementation. Its properties and features are discussed and compared to other LS estimation algorithms.
No takes yet. Share an insight, caveat, or question.
Ling et al. (1986) studied this question.
Synapse has enriched 10 related papers. Consider them for comparative context: