Autoregressive model fitting and levinson algorithm in the multichannel degenerate case

DOI10.1109/TAC.1983.1103145MaRDI QIDQ3967467zbMATH OpenOpenAlexFDO

Authors Yujiro Inouye

Publication date 1983

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.1983.1103145

zbMATH Keywords

autoregressive model fittingdegenerate caseLevinson algorithmmultichannel time series

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

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