On the multidimensional prediction and f
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E. Wong; J.B. Thomas
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Article
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1961
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Elsevier Science
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English
โ 461 KB
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