scientific article; zbMATH DE number 3922503

MaRDI QIDQ3697003zbMATH OpenFDO

Authors Jan Zarzycki

Publication date 1985

zbMATH Keywords

Levinson algorithmoptimal linear prediction

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)

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Cited in

(5)

• Multidimensional nonlinear Schur parametrization of non-Gaussian stochastic signals. I: Statement of the problem
• Levinson’s Algorithm, Wold’s Decomposition, and Spectral Estimation
• The Levinson Algorithm and Its Applications in Time Series Analysis
• Levinson-type extensions for non-Toeplitz systems
• scientific article; zbMATH DE number 176094 (Why is no real title available?)

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