scientific article; zbMATH DE number 3877059

MaRDI QIDQ3342329zbMATH OpenFDO

Authors T. Kailath

Publication date 1982

zbMATH Keywords

covariance matrixdisplacement ranklattice filtersnonstationary processessecond-order processes

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Filtering in stochastic control theory (93E11) Communication theory (94A05) Circuits, networks (94C99)

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(10)

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• Equivalence Classes of Hermitian Matrices and Their Schur Parametrization
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