Covariance factorization via Newton-Raphson iteration

DOI10.1109/TIT.1978.1055859zbMATH Open0377.65065OpenAlexW1967968858MaRDI QIDQ4155786FDOQ4155786

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

This page was built for publication: Covariance factorization via Newton-Raphson iteration

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4155786)