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Three algorithms to compute covariance matrices: Comparison of their computational complexity - MaRDI portal

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Three algorithms to compute covariance matrices: Comparison of their computational complexity (Q789885)

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scientific article; zbMATH DE number 3846823
Language Label Description Also known as
English
Three algorithms to compute covariance matrices: Comparison of their computational complexity
scientific article; zbMATH DE number 3846823

    Statements

    title
    Three algorithms to compute covariance matrices: Comparison of their computational complexity (English)
    0 references
    author
    N. E. Zubov
    0 references
    publication date
    1983
    0 references
    zbMATH Keywords
    covariance matrix differential equations
    0 references
    linear time-invariant dynamical system
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    computational complexity
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    numerical examples
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    white Gaussian noise
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    Identifiers

    Mathematics Subject Classification ID
    65C99
    0 references
    93E25
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    65K10
    0 references
    60H10
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    34F05
    0 references
    zbMATH DE Number
    3846823
    0 references
    OpenAlex ID
    W2089965905
    0 references
     
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