New recursive algorithm for solving linear algebraic equations
Xiao Hua Yu, N.K. Loh, W.C. Miller · Electronics Letters · 1992
The letter presents a new recursive algorithm for solving linear algebraic equations Ax=b. With this algorithm, the ith step recursion can find one solution of the first i equations; the unique solution of the total n equations could be found after the nth step recursion. Because of this recursive property, the algorithm can be used not only in solving illconditioned equations but also in recursive identification, signal processing and many other areas