Two methods for Toeplitz-plus-Hankel approximation to a data covariance matrix

DOI10.1109/78.139251zbMath0850.62691OpenAlexW2159259226MaRDI QIDQ4017829

Andrew E. Yagle, Wen-Hsien Fang

Publication date: 16 January 1993

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/78.139251

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Inference from stochastic processes (62M99)

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Fast algorithms for perturbed Toeplitz-plus-Hankel system based on discrete cosine transform and their applications

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