Recursive solution of the covariance equ
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L.F. Chaparro; M. Boudaoud
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Article
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1985
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Elsevier Science
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English
โ 338 KB
## An efjicient recursive algorithm is presented to solve the "covariance" equations of the linear prediction modeling procedure. This algorithm is based on the conjugate direction optimization procedure and the expanding subspace theorem, and we show it is a natural extension as well as a geometric