scientific article; zbMATH DE number 3996948

MaRDI QIDQ4723102zbMATH OpenFDO

Authors P. A. Tyraskis

Publication date 1986

zbMATH Keywords

autoregressive modelCholesky factorizationgeneralization of Burg's algorithmleast-squares linear prediction methodmultichannel maximum entropy spectrummultichannel time seriesrecursive algorithm

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes and prediction (62M20) Measures of information, entropy (94A17)

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