Control systems approach to the sample inverse covariance matrix (Q924050)
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scientific article; zbMATH DE number 5587015
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Control systems approach to the sample inverse covariance matrix |
scientific article; zbMATH DE number 5587015 |
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Control systems approach to the sample inverse covariance matrix (English)
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27 July 2009
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covariance matrix
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parameter estimation
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RLS
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Wiener filter
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