On the spectral factorization of nonstationary vector random processes

DOI10.1109/TAC.1974.1100706zbMath0299.62058OpenAlexW2169111280MaRDI QIDQ4054553

George A. McAlpine, Nesim Halyo

Publication date: 1974

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

Full work available at URL: https://doi.org/10.1109/tac.1974.1100706

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Inference from stochastic processes (62M99)

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