Linear approximation in the discrete frequency domain

DOI10.1016/S0377-0427(99)00357-XMaRDI QIDQ5928294zbMATH OpenFDO

Authors Sergio Alonso, Concepción González-Concepción

Publication date 4 October 2001

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0377-0427(99)00357-X

zbMATH Keywords

discrete Fourier transformdiscrete frequency domainfilter modelLevinson algorithmlinear modelnumerical exampletime series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical methods for trigonometric approximation and interpolation (65T40)

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Cites work

• scientific article; zbMATH DE number 46484 (Why is no real title available?)
• Linear prediction: Mathematics and engineering
• The Numerical Stability of the Levinson-Durbin Algorithm for Toeplitz Systems of Equations
• Time series: theory and methods.

Cited in

(3)

• Discrete-time local polynomial approximation of the instantaneous frequency
• Causal frequency-linear attenuation algorithm for time domain problems
• scientific article; zbMATH DE number 1157790 (Why is no real title available?)

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