Multidimensional nonlinear Schur parametrization of non-Gaussian stochastic signals. II: Generalized Schur algorithm (Q701954)
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scientific article; zbMATH DE number 2128428
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multidimensional nonlinear Schur parametrization of non-Gaussian stochastic signals. II: Generalized Schur algorithm |
scientific article; zbMATH DE number 2128428 |
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Multidimensional nonlinear Schur parametrization of non-Gaussian stochastic signals. II: Generalized Schur algorithm (English)
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17 January 2005
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This is the second part of a three-part paper on Schur parametrization of non-Gaussian stochastic signals (see Zbl 1083.93028). This part is devoted to a geometric derivation of a general multidimensional nonlinear Schur parametrization algorithm for higher-order nonstationary stochastic sequences, using the space of generalized matrices. In the sequel a second-degree nonlinear parametrization is presented, associated with fourth-order nonstationary sequences.
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nonlinear Schur parametrization
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higher-order signals
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multidimensional signal processing
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non-Gaussian stochastic signals
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nonstationary sequences
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0.97368455
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0.9502183
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0.85548836
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0.83311296
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