Covariance factorization via Newton-Raphson iteration

DOI10.1109/TIT.1978.1055859MaRDI QIDQ4155786zbMATH OpenOpenAlexFDO

Authors Brian D. O. Anderson

Publication date 1978

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tit.1978.1055859

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Volterra integral equations (45D05)

Cited in

(1)

• Stationary discrete-time covariance factorization using Newton-Raphson iteration

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