• DocumentCode
    797326
  • Title

    Inversion of finite covariance matrices or Mth-order autoregressive processes

  • Author

    Tretter, S.

  • Author_Institution
    University of Maryland, College Park, MD, USA
  • Volume
    13
  • Issue
    3
  • fYear
    1968
  • fDate
    6/1/1968 12:00:00 AM
  • Firstpage
    302
  • Lastpage
    303
  • Keywords
    Autoregressive processes; Covariance matrices; Additive noise; Automatic control; Autoregressive processes; Covariance matrix; Filtering; Kalman filters; Linear systems; Nonlinear filters; Parameter estimation; Stochastic processes;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1968.1098888
  • Filename
    1098888
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=797326