Pages that link to "Item:Q5568930"
From MaRDI portal
The following pages link to Spectral factorization of time-varying covariance functions (Q5568930):
Displayed 12 items.
- Linear innovation theorems (Q1228136) (← links)
- A method of orthogonal directions. III: Estimation algorithms of Chandrasekhar and Cholesky types for discrete-time, nonconstant models (Q1247286) (← links)
- Spectral factorization of linear periodic systems with application to the optimal prediction of periodic ARMA models (Q1802000) (← links)
- Dynamic systems with random initial state (Q2546622) (← links)
- The choice of signal-process models in Kalman-Bucy filtering (Q2556188) (← links)
- Explicit strict sense state-space realizations of non-stationary processes† (Q3693404) (← links)
- Stability properties of periodic filters (Q4135343) (← links)
- Identification of a class of time-variable linear systems via its output covariance function (Q4152446) (← links)
- The singular solutions to a singular quadratic minimization problem† (Q4775056) (← links)
- A Direct Method for Linear Dynamical Problems in Continuum Mechanics with Random Loads (Q5180468) (← links)
- Spectral factorization of time-varying covariance functions: The singular case (Q5582696) (← links)
- Linear systems with non-stationary random inputs† (Q5620521) (← links)