Fast algorithms for Brownian matrices

DOI10.1109/TASSP.1983.1164078zbMath0564.65097OpenAlexW2156036479MaRDI QIDQ3678635

Bernard Picinbono

Publication date: 1983

Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tassp.1983.1164078

zbMATH Keywords

nonstationary signalsBrownian motioncovariance matrixToeplitz matricesdigital signal processingBrownian matrix

Mathematics Subject Classification ID

Brownian motion (60J65) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

Brownian matrices: properties and extensions ⋮ Linear complexity algorithms for semiseparable matrices

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