On a generalized Szegö- Levinson realization algorithm for optimal linear predictors based on a network synthesis approach
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Publication:4186177
DOI10.1109/TCS.1978.1084526zbMath0401.93041MaRDI QIDQ4186177
A. Vieira, Thomas Kailath, Patrick Dewilde
Publication date: 1978
Published in: IEEE Transactions on Circuits and Systems (Search for Journal in Brave)
Generalized Szegoe-Levinson Realization Algorithm; Network Synthesis Approach; Optimal Linear Predictors
93E10: Estimation and detection in stochastic control theory
94C99: Circuits, networks
93B15: Realizations from input-output data
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