Corpus ID: 31535310

Iterative Reweighted Least Squares ∗

@inproceedings{Burrus2014IterativeRL,
  title={Iterative Reweighted Least Squares ∗},
  author={C. Sidney Burrus},
  year={2014}
}
Describes a powerful optimization algorithm which iteratively solves a weighted least squares approximation problem in order to solve an L_p approximation problem. 1 Approximation Methods of approximating one function by another or of approximating measured data by the output of a mathematical or computer model are extraordinarily useful and ubiquitous. In this note, we present a very powerful algorithm most often called Iterative Reweighted Least Squares or (IRLS). Because minimizing the… Expand

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Iterative Reweighted Least Squares * C .
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