Modeling of multichannel time series and extrapolation of matrix-valued autocorrelation sequences (Q3680122)
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scientific article; zbMATH DE number 3901866
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| English | Modeling of multichannel time series and extrapolation of matrix-valued autocorrelation sequences |
scientific article; zbMATH DE number 3901866 |
Statements
Modeling of multichannel time series and extrapolation of matrix-valued autocorrelation sequences (English)
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1983
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extrapolation of matrix-valued autocorrelation sequences
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multichannel time series
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nondegenerate case
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general case
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multichannel Levinson algorithm
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0.8940358
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0.86630815
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0.8588686
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0.8579865
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0.85485876
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0.8523096
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0.84906673
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