"A generalized Levinson algorithm for covariance extension with application ..."

Austin B. Frakt, Hanoch Lev-Ari, Alan S. Willsky (2003)

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DOI: 10.1109/TIT.2002.807315

access: closed

type: Journal Article

metadata version: 2020-03-10

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Austin B. Frakt, Hanoch Lev-Ari, Alan S. Willsky:
A generalized Levinson algorithm for covariance extension with application to multiscale autoregressive modeling. IEEE Trans. Inf. Theory 49(2): 411-424 (2003)

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