Multidimensional nonlinear Schur parametrization of non-Gaussian stochastic signals. III: Low-complexity staircase solution (Q701944)

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Multidimensional nonlinear Schur parametrization of non-Gaussian stochastic signals. III: Low-complexity staircase solution
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    Multidimensional nonlinear Schur parametrization of non-Gaussian stochastic signals. III: Low-complexity staircase solution (English)
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    17 January 2005
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    This is the third part of a paper on nonlinear Schur parametrization of non-Gaussian stochastic signals. It deals with finding a low-complexity solution of the above mentioned problem following from a multidimensional generalization of the two-indexed matrix extension problem. The results obtained allow for a considerable reduction in complexity of the Schur algorithms for stochastic sequences and orthogonal nolinear filters of the Volterra-Wiener class. For Part II, see ibid. 15, No. 3, 243--275 (2004; Zbl 1083.93029).
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    nonlinear Schur parametrization
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    higher-order signals
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    multidimensional signal processing
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