Stationary discrete-time covariance factorization using Newton-Raphson iteration (Q1192596)
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scientific article; zbMATH DE number 61198
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stationary discrete-time covariance factorization using Newton-Raphson iteration |
scientific article; zbMATH DE number 61198 |
Statements
Stationary discrete-time covariance factorization using Newton-Raphson iteration (English)
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27 September 1992
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covariance factorization
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Wiener-Hopf equations
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covariance function
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Newton-Raphson procedure
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error localization
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spectral factorization
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