Model specification of a noncausal 3-D AR process using a causal 3-D AR model on the nonsymmetric half-space
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Publication:1398036
DOI10.1023/A:1023582702835zbMath1036.93035MaRDI QIDQ1398036
Publication date: 6 August 2003
Published in: Multidimensional Systems and Signal Processing (Search for Journal in Brave)
3-D autoregressive process; autocorrelation equivalence relation; noncausal process; nonsymmetric half-space; Yule-Walker equation
93C35: Multivariable systems, multidimensional control systems