Lattice filter parameterization and modeling of nonstationary processes
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Publication:3317829
DOI10.1109/TIT.1984.1056849zbMath0534.60041MaRDI QIDQ3317829
Hanoch Lev-Ari, Thomas Kailath
Publication date: 1984
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
concept of admissibilitynonstationary second-order processesSchur's test for positive- definiteness of matrices
General second-order stochastic processes (60G12) Signal detection and filtering (aspects of stochastic processes) (60G35)
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