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A periodic Levinson-Durbin algorithm for entropy maximization - MaRDI portal

A periodic Levinson-Durbin algorithm for entropy maximization (Q429609)

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scientific article; zbMATH DE number 6048212
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A periodic Levinson-Durbin algorithm for entropy maximization
scientific article; zbMATH DE number 6048212

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    A periodic Levinson-Durbin algorithm for entropy maximization (English)
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    20 June 2012
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    entropy maximum method
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    partial autocorrelation
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    periodically correlated processes
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    periodic Levinson-Durbin algorithm
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    recursive algorithm
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    numerical examples
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