Fast O(n) complexity algorithms for diagonal innovation matrices
- 1 December 1984
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Acoustics, Speech, and Signal Processing
- Vol. 32 (6) , 1189-1194
- https://doi.org/10.1109/tassp.1984.1164459
Abstract
No abstract availableKeywords
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- Efficient solution of a Toeplitz-plus-Hankel coefficient matrix system of equationsIEEE Transactions on Acoustics, Speech, and Signal Processing, 1982
- The Wiener (Root Mean Square) Error Criterion in Filter Design and PredictionJournal of Mathematics and Physics, 1946