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Recursive solution of the covariance equations for linear prediction - MaRDI portal

Recursive solution of the covariance equations for linear prediction (Q1075042)

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scientific article; zbMATH DE number 3949665
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Recursive solution of the covariance equations for linear prediction
scientific article; zbMATH DE number 3949665

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    Recursive solution of the covariance equations for linear prediction (English)
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    1985
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    covariance equations
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    recursive algorithm
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    linear prediction modeling procedure
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    conjugate direction optimization procedure
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    Levinson algorithm
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