Lattice filter parameterization and modeling of nonstationary processes

DOI10.1109/TIT.1984.1056849MaRDI QIDQ3317829zbMATH OpenFDO

Authors Hanoch Lev-Ari, T. Kailath

Publication date 1984

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

zbMATH Keywords

concept of admissibilitynonstationary second-order processesSchur's test for positive- definiteness of matrices

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) General second-order stochastic processes (60G12)

Recommendations

• scientific article; zbMATH DE number 3877059
• On some classes of nonstationary parametric processes
• Publication:3481603
• Composite modeling of nonstationary signals
• Identification of nonstationary processes using noncausal bidirectional lattice filtering

Cited in

(24)

• Fast triangular factorization of the sum of quasi-Toeplitz and quasi- Hankel matrices
• Displacement structure for Hankel, Vandermonde, and related (derived) matrices
• Parallel computation of polynomial GCD and some related parallel computations over abstract fields
• Structure of positive block-matrices and nonstationary prediction
• Signal flow graph approach to inversion of (H,m)-quasiseparable-Vandermonde matrices and new filter structures
• Hilbert spaces of analytic functions, inverse scattering and operator models. I
• Hilbert spaces of analytic functions, inverse scattering and operator models. II
• Stability of dynamic models obtained by ARMAX lattice predictor
• Schur analysis of some completion problems
• A generalized Schur-type algorithm for the joint factorization of a structured matrix and its inverse
• Stochastic flows and finite block frames
• Extended adaptive lattice filters for disturbance input processes
• Fast algorithms for generalized displacement structures and lossless systems
• Immittance- versus scattering-domain fast algorithms for non-Hermitian Toeplitz and quasi-Toeplitz matrices
• Fast matrix factorizations via discrete transmission lines
• Eigenvector computation for almost unitary Hessenberg matrices and inversion of Szegö-Vandermonde matrices via discrete transmission lines
• Inversion and factorization of non-Hermitian quasi-Toeplitz matrices
• Adaptive overfitting lattice filter for parameter estimation of time- varying systems
• Inverse scattering and minimal partial realizations
• Schur analysis in the quaternionic setting: the Fueter regular and the slice regular case
• scientific article; zbMATH DE number 3877059 (Why is no real title available?)
• A unified derivation for fast estimation algorithms by the conjugate direction method
• Maximum entropy and the moment problem
• State-space approach to factorization of lossless transfer functions and structured matrices

This page was built for publication: Lattice filter parameterization and modeling of nonstationary processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3317829)