Thread Subject: How to apply UDU or LDL factorization in RLS?

Dear all,

Can anybody tell me how to solve the recursive least squares problem (RLS) using either UDU or LDL factorization? I do not understand how the algorithm can be applied in RLS.

Joseph

Hello Joseph,

dspace.ucalgary.ca/bitstream/1880/25197/1/38492Mohamed.pdf

Regards,
Bodorin

"Joseph Ho" <hoyoku@yahoo.com> wrote in message <gu3f9h$8j0$1@fred.mathworks.com>...
> Dear all,
>
> Can anybody tell me how to solve the recursive least squares problem (RLS) using either UDU or LDL factorization? I do not understand how the algorithm can be applied in RLS.
>
> Joseph

Dear Bodorin,

The file you sent me is too huge, can you direct me where exactly is the section that talks about LDL or UDU?


"Nicolaie Popescu-Bodorin" <freeseosubmit@yah00.com> wrote in message <gu3oc4$k68$1@fred.mathworks.com>...
> Hello Joseph,
>
> dspace.ucalgary.ca/bitstream/1880/25197/1/38492Mohamed.pdf
>
> Regards,
> Bodorin
>
> "Joseph Ho" <hoyoku@yahoo.com> wrote in message <gu3f9h$8j0$1@fred.mathworks.com>...
> > Dear all,
> >
> > Can anybody tell me how to solve the recursive least squares problem (RLS) using either UDU or LDL factorization? I do not understand how the algorithm can be applied in RLS.
> >
> > Joseph