Extendability tests for multidimensional covariance sequences

DOI10.1109/78.215303MaRDI QIDQ4202414zbMATH OpenOpenAlexFDO

Authors Sridhar Lakshmanan, Haluk Derin

Publication date 31 August 1993

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/78.215303

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10)

Cited in

(1)

• Two-dimensional model-based power spectrum estimation for nonextendible correlation bisequences

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