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Definition of "Kaczmarz’s algorithm" |
the recursive least-squares algorithm has two sets of state variables, parameters vector and covariance matrix, which must be updated at each step.For large dimension, the updating of the covariance matrix dominates the computing effort.Kaczmarz’s projection algorithm is one simple solution that avoids updating the matrix at the cost of slower convergence. The updating formula of the least squares algorithm using the Kaczmarz’s algorithm has the form |
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