The structure of matrices which are the inverse of the correlation matrices of random vector processes
From MaRDI portal
Publication:5664029
DOI10.1016/0041-5553(67)90142-5zbMath0251.15023OpenAlexW2075232182MaRDI QIDQ5664029
Publication date: 1969
Published in: USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0041-5553(67)90142-5
Theory of matrix inversion and generalized inverses (15A09) Hermitian, skew-Hermitian, and related matrices (15B57) Numerical linear algebra (65F99)
Related Items (2)
The Eneström-Kakeya theorem encounters the theory of orthogonal polynomials on the unit circle ⋮ Unnamed Item
This page was built for publication: The structure of matrices which are the inverse of the correlation matrices of random vector processes
