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An alternative formulation for the recursive solution of the covariance and autocorrelation equations

โœ Scribed by Carayannis, G.


Book ID
117905171
Publisher
IEEE
Year
1977
Weight
375 KB
Volume
25
Category
Article
ISSN
0096-3518

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Recursive solution of the covariance equ
โœ L.F. Chaparro; M. Boudaoud ๐Ÿ“‚ Article ๐Ÿ“… 1985 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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