The Numerical Stability of the Levinson-Durbin Algorithm for Toeplitz Systems of Equations (Q3928920)

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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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