Two methods for Toeplitz-plus-Hankel approximation to a data covariance matrix

DOI10.1109/78.139251MaRDI QIDQ4017829zbMATH OpenOpenAlexFDO

Authors Wen-Hsien Fang, Andrew E. Yagle

Publication date 16 January 1993

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/78.139251

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Inference from stochastic processes (62M99)

Cited in

(2)

• Fast algorithms for perturbed Toeplitz-plus-Hankel system based on discrete cosine transform and their applications
• Efficient algorithms for perturbed symmetrical Toeplitz-plus-Hankel systems

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