Title :
Inversion of finite covariance matrices or Mth-order autoregressive processes
Author_Institution :
University of Maryland, College Park, MD, USA
fDate :
6/1/1968 12:00:00 AM
Keywords :
Autoregressive processes; Covariance matrices; Additive noise; Automatic control; Autoregressive processes; Covariance matrix; Filtering; Kalman filters; Linear systems; Nonlinear filters; Parameter estimation; Stochastic processes;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1968.1098888
