Schur recursions, error formulas, and convergence of rational estimators for stationary stochastic sequences
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Publication:3934244
DOI10.1109/TIT.1981.1056378zbMath0477.93057MaRDI QIDQ3934244
Publication date: 1981
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
spectral approximationNevanlinna-Pick interpolationestimation theorymaximum entropy criterionstochastic realizationsladder filtersChristoffel-Darboux formulasSchur recursionsJ-lossless matrices
Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Measures of information, entropy (94A17) Analysis of variance and covariance (ANOVA) (62J10) Prediction theory (aspects of stochastic processes) (60G25)
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