Amount of computation required to set-up the covariance

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Reference no: EM131834759

Equation (4.129) may be used to reduce the amount of computation required to set-up the covariance normal equations.

(a) Show that the elements along the main diagonal may be computed recursively beginning with r_x(1, 1).

(b) Show how the elements along the lower diagonals may be computed recursively beginning with r_x(k, 1). How may the terms along the upper diagonals be obtained?

(c) Determine how many multiplies and adds are necessary to set-up the covariance normal equations (do not forget the evaluation of the vector on the right-hand side).

Reference no: EM131834759

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