Stationary discrete-time covariance factorization using Newton-Raphson iteration
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Publication:1192596
DOI10.1007/BF01211561zbMath0760.93052OpenAlexW2071528895MaRDI QIDQ1192596
Langford B. White, Brian D. O. Anderson
Publication date: 27 September 1992
Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01211561
spectral factorizationcovariance functionWiener-Hopf equationsNewton-Raphson procedureerror localizationcovariance factorization
Cites Work
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