The Euclid algorithm and the fast computation of cross-covariance and autocovariance sequences

DOI10.1109/29.17535zbMath0676.65071OpenAlexW2165679222MaRDI QIDQ3831970

Clifford T. Mullis, Cèdric J. Demeure

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1109/29.17535

zbMATH Keywords

factorizationfast algorithmdiscrete time systemsautocovariancecross-covarianceSchur-Cohn testEuclid algorithm

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Numerical optimization and variational techniques (65K10) Discrete-time control/observation systems (93C55) Signal detection and filtering (aspects of stochastic processes) (60G35) Numerical quadrature and cubature formulas (65D32) Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99)

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