Fast orthogonal least squares algorithm for efficient subset modelselection

  • Authors:
  • S. Chen;J. Wigger

  • Affiliations:
  • Dept. of Electr. & Electron. Eng., Portsmouth Univ.;-

  • Venue:
  • IEEE Transactions on Signal Processing
  • Year:
  • 1995

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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