2-D Bauer factorization

DOI10.1109/TASSP.1984.1164369MaRDI QIDQ3698260zbMATH OpenOpenAlexFDO

Authors Joël Le Roux

Publication date 1984

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.1984.1164369

zbMATH Keywords

autocorrelation functionconvergenceLevinson algorithmspectral factorization

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Probabilistic methods, stochastic differential equations (65C99)

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(3)

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