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Publication
Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
We present a new approach to the discrete-time Chandrasekhar recursions and some generalizations thereof. We extend the recursions to a class of structured time-variant state-space models, and discuss connections with the (generalized) Schur algorithm. We also apply the extended recursions to the adaptive filtering problem and give a transparent derivation of fast recursive least-squares algorithms.
Daniel Kressner, Stefano Massei