Inverses of Toeplitz Operators, Innovations, and Orthogonal Polynomials

DOI10.1137/1020006zbMath0382.47013OpenAlexW2055547925MaRDI QIDQ4161736

A. Vieira, Martin Morf, Thomas Kailath

Publication date: 1978

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1020006

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Estimation and detection in stochastic control theory (93E10) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Direct numerical methods for linear systems and matrix inversion (65F05) Sequential estimation (62L12)

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