Since the liuear prediction and filtering of nmltiple correlated stationary randonl signals involves the solution of a matrix integral equation, several methods of solution of this equation have been developed. In this paper the direct solution by complex variable techniques is extended from the one
β¦ LIBER β¦
Algorithms for multidimensional spectral factorization and sum of squares
β Scribed by D. Napp Avelli; H.L. Trentelman
- Publisher
- Elsevier Science
- Year
- 2008
- Tongue
- English
- Weight
- 223 KB
- Volume
- 429
- Category
- Article
- ISSN
- 0024-3795
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The generalized multilinear model with the matrix-T error distribution is introduced in this paper. The sum of squares and products (SSP) matrix, as a counterpart of the Wishart matrix for the multinormal model, and the regression matrix for the errors and the observed as well as future responses ar