An evaluation of algorithms for computing the covariance function of a multivariable arma process (Q2512229): Difference between revisions

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+https://doi.org/10.3166/ejc.8.315-325
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+W1975266603
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@@ Property / cites work @@
+Introduction to stochastic control theory
@@ Property / cites work: Introduction to stochastic control theory / rank @@
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+Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]
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+The Euclid algorithm and the fast computation of cross-covariance and autocovariance sequences
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+Q3359644
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+Symmetric matrix polynomial equation: Interpolation results
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+Expanding spectral density into correlation sequence
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+Discrete-time stochastic systems. Estimation and control.
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+An efficient and versatile algorithm for computing the covariance function of an ARMA process
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+Solution of the bilinear matrix equation using Astrom-Jury-Agniel algorithm
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