Realization of power spectra from partial covariance sequences
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Publication:3799922
DOI10.1109/TASSP.1987.1165166zbMath0653.93060MaRDI QIDQ3799922
Publication date: 1987
Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)
Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Identification in stochastic control theory (93E12) Moment problems and interpolation problems in the complex plane (30E05) Analysis of variance and covariance (ANOVA) (62J10)
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