Analogues of Split Levinson, Schur, and Lattice Algorithms for Three-Dimensional Random Field Estimation Problems

DOI10.1137/0150106zbMath0728.93072OpenAlexW1999903656MaRDI QIDQ3352946

Andrew E. Yagle

Publication date: 1990

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0150106

zbMATH Keywords

white noiseSchur algorithmlattice algorithmsLevison algorithm

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Inverse problems for PDEs (35R30)

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