Efficient construction of canonical ladder forms for vector autoregressive processes
- 1 December 1982
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 27 (6) , 1222-1233
- https://doi.org/10.1109/tac.1982.1103111
Abstract
No abstract availableKeywords
This publication has 13 references indexed in Scilit:
- Doubling algorithms for Toeplitz and related equationsPublished by Institute of Electrical and Electronics Engineers (IEEE) ,2005
- Problems of control and information theory (Hungary)Linear and Multilinear Algebra, 1980
- Formulae for the solution of Lyapunov matrix equationsInternational Journal of Control, 1980
- On the solution of the discrete-time Lyapunov matrix equation in controllable canonical formIEEE Transactions on Automatic Control, 1979
- Recursive Multichannel Maximum Entropy Spectral EstimationIEEE Transactions on Geoscience Electronics, 1978
- Stability of matrix polynomials†International Journal of Control, 1977
- Synthesis of minimum roundoff noise fixed point digital filtersIEEE Transactions on Circuits and Systems, 1976
- Regular polynomial matrices having relatively prime determinantsMathematical Proceedings of the Cambridge Philosophical Society, 1969
- On the Fitting of Multivariate Autoregressions, and the Approximate Canonical Factorization of a Spectral Density MatrixBiometrika, 1963
- The Wiener (Root Mean Square) Error Criterion in Filter Design and PredictionJournal of Mathematics and Physics, 1946