Fast recursive algorithms for a class of linear equations
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Publication:3677127
DOI10.1109/TASSP.1982.1163876zbMath0563.65095MaRDI QIDQ3677127
Dimitris G. Manolakis, George Carayannis, Nicholas Kalouptsidis
Publication date: 1982
Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)
fast algorithmstime series analysissignal processingToeplitz matricesHankel matricesdiagonal innovation matricesperipheral innovation matrices
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal detection and filtering (aspects of stochastic processes) (60G35) Probabilistic methods, stochastic differential equations (65C99)
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