DocumentCode
1217039
Title
Construction of linear predictors for stationary vector sequences
Author
Baram, Yoram
Volume
35
Issue
2
fYear
1990
fDate
2/1/1990 12:00:00 AM
Firstpage
236
Lastpage
239
Abstract
The class of all linear predictors of minimal order for a stationary vector-valued process is specified in terms of linear transformations on the associated Hankel covariance matrix. Two particular transformations, yielding computationally efficient construction schemes, are proposed
Keywords
filtering and prediction theory; matrix algebra; Hankel covariance matrix; linear predictors; linear transformations; stationary vector sequences; Automatic control; Circuits; Control systems; Digital control; Digital filters; Nonlinear filters; Signal processing; Speech processing; System analysis and design; Vectors;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.45190
Filename
45190
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