The Numerical Stability of the Levinson-Durbin Algorithm for Toeplitz Systems of Equations (Q3928920)
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English | The Numerical Stability of the Levinson-Durbin Algorithm for Toeplitz Systems of Equations |
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The Numerical Stability of the Levinson-Durbin Algorithm for Toeplitz Systems of Equations (English)
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1980
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Levinson-Durbin algorithm
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Yule-Walker equations
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Toeplitz matrix
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error analysis
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Cholesky algorithm
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signal detection
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time series analysis
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prediction
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signal processing
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