Abstract
The paper presents a modification algorithm for least-squares approximations in moving time windows for equidistant discrete data. Properties of discrete shift and difference operators are used to derive fast square-rootand division-free algorithms, especially suitable for implementation on DSPs, for some particular discrete weights. It can be shown that a modification of an equally weighted least-squares fit needs not more than 5n + 2 multiplications and 5n - 2 additions for polynomial degrees n ≤ 5.
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Fuchs, E. (1999). On Discrete Polynomial Least-Squares Approximation in Moving Time Windows. In: Gautschi, W., Opfer, G., Golub, G.H. (eds) Applications and Computation of Orthogonal Polynomials. International Series of Numerical Mathematics, vol 131. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-8685-7_6
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DOI: https://doi.org/10.1007/978-3-0348-8685-7_6
Publisher Name: Birkhäuser, Basel
Print ISBN: 978-3-0348-9728-0
Online ISBN: 978-3-0348-8685-7
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