A Newton-Raphson method for moving-average spectral factorization using the Euclid algorithm

DOI10.1109/29.60101zbMath0723.62054OpenAlexW2167622232MaRDI QIDQ3210736

Clifford T. Mullis, Cèdric J. Demeure

Publication date: 1990

Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/29.60101

zbMATH Keywords

Levinson algorithmNewton-Raphson approachRouth-Hurwitz stability testEuclid algorithmcontinuous time transfer functionsfinite positive definite correlation sequenceJury stability testminimum phase moving-average spectral factor

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Inference from stochastic processes and spectral analysis (62M15) Survival analysis and censored data (62N99) Probabilistic methods, stochastic differential equations (65C99)

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