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Avtomatika i Telemekhanika, 1980, Issue 8, Pages 70–73
(Mi at7154)
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Adaptive Systems
Accelerating the Kaczmarz algorithm convergence in the case of input process time correlation
Ya. Markl Ostrava, CSSR
Abstract:
Reference [1] has proposed a modification of the Kaczmarz algorithm which increases the rate of convergence in the case of input signal time correlation and does not increase the estimate sensitivity to measurement errors. It is shown that 1) the modified algorithm in some cases (when the correlation is not too large) can converge slower than the Kaczmarz algorithm does and 2) the modification can be easily augmented so that the convergence rate increases in any case.
Received: 25.09.1979
Citation:
Ya. Markl, “Accelerating the Kaczmarz algorithm convergence in the case of input process time correlation”, Avtomat. i Telemekh., 1980, no. 8, 70–73; Autom. Remote Control, 41:8 (1981), 1098–1100
Linking options:
https://www.mathnet.ru/eng/at7154 https://www.mathnet.ru/eng/at/y1980/i8/p70
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