Levinson-type extensions for non-Toeplitz systems

DOI10.1109/78.80820MaRDI QIDQ3493081zbMATH OpenOpenAlexFDO

Authors Milton Porsani, Tad J. Ulrych

Publication date 1991

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

Full work available at URL http://www.repositorio.ufba.br/ri/handle/ri/7512

zbMATH Keywords

doubly symmetric non-Toeplitz covariance matrixLevinson-type algorithmsnon-Toeplitz systemsnormal equationsYule-Walker equations

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

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