On a Schur-algorithm based approach to spectral factorization: Connection with the Riccati equation (Q1188439)
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scientific article; zbMATH DE number 40605
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a Schur-algorithm based approach to spectral factorization: Connection with the Riccati equation |
scientific article; zbMATH DE number 40605 |
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On a Schur-algorithm based approach to spectral factorization: Connection with the Riccati equation (English)
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13 August 1992
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Schur algorithm
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difference Riccati equation
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linear optimal filtering
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Chandrasekhar-type algorithm
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