Spectral Factorization of a Finite-Dimensional Nonstationary Matrix Covariance

IEEE Transactions on Automatic Control

Volumn 19, Issue 6, 1974, Pages 680-692

  Anderson, Brian D O ^a   Moylan, Peter J ^a  

^a UNIVERSITY OF NEWCASTLE   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

SPECTRAL FACTORIZATION; STOCHASTIC SYSTEMS;

SYSTEMS SCIENCE AND CYBERNETICS;

EID: 0016321932     PISSN: 00189286     EISSN: 15582523     Source Type: Journal    
DOI: 10.1109/TAC.1974.1100700     Document Type: Article

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