Fast algorithms for linear prediction and system identification filters with linear phase
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Publication:3680184
DOI10.1109/TASSP.1982.1163987zbMath0565.65038MaRDI QIDQ3680184
Publication date: 1982
Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)
finite impulse response; Fast algorithms; Hankel structure; linear prediction filter; near-to-Toeplitz structure; normal equation structures
62M20: Inference from stochastic processes and prediction
93E11: Filtering in stochastic control theory
65K10: Numerical optimization and variational techniques
93E12: Identification in stochastic control theory
65C99: Probabilistic methods, stochastic differential equations
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