A General Orthogonalization Technique with Applications to Time Series Analysis and Signal Processing
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Signal detection and filtering (aspects of stochastic processes) (60G35) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes and prediction (62M20) Orthogonalization in numerical linear algebra (65F25) Filtering in stochastic control theory (93E11)
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(21)- Two composition methods for solving certain systems of linear equations
- A unified derivation for fast estimation algorithms by the conjugate direction method
- Systolic implementation of the lattice algorithm for least squares linear prediction problems
- Hybrid algorithm for fast Toeplitz orthogonalization
- An inverse factorization algorithm for linear prediction
- Fast orthogonal decomposition of rank deficient Toeplitz matrices
- Fast QR factorization of Vandermonde matrices
- Unitary orthogonalization processes
- Positive definite Toeplitz matrices, the Arnoldi process for isometric operators, and Gaussian quadrature on the unit circle
- A fast but unstable orthogonal triangularization technique for Toeplitz matrices
- From Bareiss' algorithm to the stable computation of partial correlations
- A superfast method for solving Toeplitz linear least squares problems.
- Orthogonalization, factorization, and identification as to the theory of recursive equations in linear algebra
- Orthogonalization-Triangularization Methods in Statistical Computations
- scientific article; zbMATH DE number 4123163 (Why is no real title available?)
- An Adaptive Orthogonal SSA Decomposition Algorithm for a Time Series
- THE QZ ORTHOGONAL DECOMPOSITION METHOD
- Superposition, reduction of multivariable problems, and approximation
- Factorization of the matrix of orthogonal projector on a subspace
- The numerical stability of the lattice algorithm for least squares linear prediction problems
- Generalized scalar products in Minkowski metric spaces
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