Faster, Stabler, and Simpler - A Recursive-Least-Squares Algorithm Exploiting the Frisch-Waugh-Lovell Theorem

Pietro MonsurrĂ², Alessandro Trifiletti. Faster, Stabler, and Simpler - A Recursive-Least-Squares Algorithm Exploiting the Frisch-Waugh-Lovell Theorem. IEEE Trans. on Circuits and Systems, 64-II(3):344-348, 2017. [doi]

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