Fast orthogonal least squares algorithm for efficient subset modelselection
Chen, S.
Wigger, J.
Dept. of Electr. & Electron. Eng., Portsmouth Univ.;
This paper appears in: Signal Processing, IEEE Transactions on
Publication Date: Jul 1995
Volume: 43,
Issue: 7
On page(s): 1713-1715
ISSN: 1053-587X
References Cited: 5
CODEN: ITPRED
INSPEC Accession Number: 5037094
Digital Object Identifier: 10.1109/78.398734
Current Version Published: 2002-08-06
Abstract
An efficient implementation of the orthogonal least squares
algorithm for subset model selection is derived. Computational
complexity of the algorithm is examined and the result shows that this
new fast orthogonal least squares algorithm significantly reduces
computational requirements
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