Autoregressive model fitting and levinson algorithm in the multichannel degenerate case

DOI10.1109/TAC.1983.1103145zbMATH Open0501.93076OpenAlexW2123790248MaRDI QIDQ3967467

Yujiro Inouye

Publication date: 1983

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1983.1103145

zbMATH Keywords

Levinson algorithmdegenerate caseautoregressive model fittingmultichannel time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Analysis of variance and covariance (ANOVA) (62J10)

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