## 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
β¦ LIBER β¦
Efficient solution of covariance equations for linear prediction
β Scribed by Morf, M.; Dickinson, B.; Kailath, T.; Vieira, A.
- Book ID
- 117905152
- Publisher
- IEEE
- Year
- 1977
- Weight
- 457 KB
- Volume
- 25
- Category
- Article
- ISSN
- 0096-3518
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