Estimation of Partial Correlation Matrices Using Cholesky Decomposition

IEEE Transactions on Automatic Control

Volumn 24, Issue 2, 1979, Pages 302-305

  Dickinson, Bradley W ^a  

^a PRINCETON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

STATISTICAL METHODS;

EID: 0018457128     PISSN: 00189286     EISSN: 15582523     Source Type: Journal    
DOI: 10.1109/TAC.1979.1102008     Document Type: Article

References (18)

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8. also IEEE Trans. Geoscl. Electron, vol. GE-18, pp. 85–94, 1978.
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10. M. Morf, A. Vieira, and T. Kailath, “Covariance characterization by partial autocorrelation matrices,” Ann. Stat., vol. 6, pp. 643–648, 1978.
11. B. W. Dickinson, “An approach to stationary autoregressive estimation,” in Proc. 1977 Conf. on Inform. Sci. and Syst., The Johns Hopkins Univ., Baltimore, MD, pp. 507–511.
12. —, “Autoregressive estimation using residual energy ratios,” IEEE Trans. Inform. Theory, vol. IT-24, pp. 503–506, 1978.
13. B. W. Dickinson and J. M. Turner, “Reflection coefficient estimation using Cholesky decomposition,” submitted for publication.
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15. abstract in J. Acoust. Soc. Amer., vol. 62, suppl. 1, p. S64, 1977.
16. G. F. Forsythe and C. B. Moler, Computer Solution of Linear Algebraic Systems. Englewood Cliffs, NJ: Prentice-Hall, 1967.
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