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A Levinson-Type Algorithm for Discrete Stationary Random Fields - MaRDI portal

A Levinson-Type Algorithm for Discrete Stationary Random Fields

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Publication:4339142

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DOI10.1137/S0036141095289385zbMath0874.60043MaRDI QIDQ4339142

Andrzej Makagon, C. A. Mensah, Abol G. Miamee

Publication date: 5 June 1997

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

zbMATH Keywords

stationary random field Levinson's recursive algorithm updating the predicator

Mathematics Subject Classification ID

Random fields (60G60) Prediction theory (aspects of stochastic processes) (60G25)

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