Abstract
The present paper gives an alternative formulation for solving autocorrelation and covariance equations, which is different from that based on a scalar product definition. A simple direct matrix formulation, which leads to recursive algorithms for both covariance and autocorrelation equations is given. For the covariance method k, a and (β parameters are defined. Some useful definitions for ARMA models are given. Copyright © 1977 by The Institute of Electrical and Electronics Engineers, Inc.SCOPUS: no.jinfo:eu-repo/semantics/publishe

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