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]

@article{MonsurroT17,
  title = {Faster, Stabler, and Simpler - A Recursive-Least-Squares Algorithm Exploiting the Frisch-Waugh-Lovell Theorem},
  author = {Pietro MonsurrĂ² and Alessandro Trifiletti},
  year = {2017},
  doi = {10.1109/TCSII.2016.2565725},
  url = {http://dx.doi.org/10.1109/TCSII.2016.2565725},
  researchr = {https://researchr.org/publication/MonsurroT17},
  cites = {0},
  citedby = {0},
  journal = {IEEE Trans. on Circuits and Systems},
  volume = {64-II},
  number = {3},
  pages = {344-348},
}