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Q3664266 - MaRDI portal

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    author
    Boaz Porat
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    Thomas Kailath
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    publication date
    1983
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    Mathematics Subject Classification ID
    62M20
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    33C45
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    41A10
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    93B10
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    93E11
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    zbMATH DE Number
    3816882
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    zbMATH Keywords
    state-space generators for orthogonal polynomials
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    moment matrices
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    nonstationary time series
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    finite displacement rank matrices
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    lattice filters
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    prediction
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    Toeplitz matrices
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    recursive construction
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    Hankel matrices
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