On a generalized Szegö- Levinson realization algorithm for optimal linear predictors based on a network synthesis approach
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Publication:4186177
DOI10.1109/TCS.1978.1084526zbMath0401.93041OpenAlexW2164323769MaRDI QIDQ4186177
A. Vieira, Thomas Kailath, Patrick Dewilde
Publication date: 1978
Published in: IEEE Transactions on Circuits and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tcs.1978.1084526
Generalized Szegoe-Levinson Realization AlgorithmNetwork Synthesis ApproachOptimal Linear Predictors
Estimation and detection in stochastic control theory (93E10) Circuits, networks (94C99) Realizations from input-output data (93B15)
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