Computer-implemented distributed iteratively reweighted least squares system and method
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United States of America Patent
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Jan 8, 2013
Grant Date -
Apr 28, 2011
app pub date -
Oct 23, 2009
filing date -
Oct 23, 2009
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Abstract
Systems and methods are provided for performing an estimation using an iteratively reweighted least squares technique on a scenario defined by a design matrix, a response variable vector, and a parameter to be estimated. A system and method can be configured to include a root data processor, where a least squares estimate is calculated by the root data processor during each of a plurality of processing iterations. A plurality of node data processors can also be configured to: update values of a weight matrix according to a current state of the least squares estimate, determine a first intermediate value based on the design matrix and the weight matrix, determine a second intermediate value based on the design and weight matrices and the response variable vector. The root data processor calculates an updated least squares estimate based on the intermediate values.
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