메뉴 건너뛰기




Volumn 30, Issue 2, 1982, Pages 227-239

Fast Recursive Algorithms for a Class of Linear Equations

Author keywords

[No Author keywords available]

Indexed keywords

MATHEMATICAL TECHNIQUES - MATRIX ALGEBRA;

EID: 0020112989     PISSN: 00963518     EISSN: None     Source Type: Journal    
DOI: 10.1109/TASSP.1982.1163876     Document Type: Article
Times cited : (52)

References (28)
  • 1
    • 0000413581 scopus 로고
    • The Wiener RMS error in filter design and prediction
    • N. Levinson, “The Wiener RMS error in filter design and prediction,” J. Math. Phys., vol. 25, pp. 261–278, 1947.
    • (1947) J. Math. Phys. , vol.25 , pp. 261-278
    • Levinson, N.1
  • 2
    • 0000250861 scopus 로고
    • The fitting of time-series models
    • J. Durbin, “The fitting of time-series models,” Rev. Inst. Int. Statist., vol. 28, pp. 233–244, 1960.
    • (1960) Rev. Inst. Int. Statist. , vol.28 , pp. 233-244
    • Durbin, J.1
  • 3
    • 0000307017 scopus 로고
    • An algorithm for the inversion of finite Toeplitz matrices
    • W. F. Trench, “An algorithm for the inversion of finite Toeplitz matrices,” SIAM J. Appl. Math., vol. 12, pp. 515–521, 1964.
    • (1964) SIAM J. Appl. Math. , vol.12 , pp. 515-521
    • Trench, W.F.1
  • 4
    • 84939040605 scopus 로고
    • Nouvelles conceptions pour la résolution recurrente des équations Yule-Walker dans le cas des modéles ARMA
    • Mar.
    • G. Carayannis, “Nouvelles conceptions pour la résolution recurrente des équations Yule-Walker dans le cas des modéles ARMA,” C. R. de l'Academie des Sciences de Belgique, pp. 363–378, Mar. 1977.
    • (1977) C. R. de l'Academie des Sciences de Belgique , pp. 363-378
    • Carayannis, G.1
  • 5
    • 0018158755 scopus 로고
    • Different aspects of linear modeling for signal processing
    • C. H. Chen, Ed. Groningen, The Netherlands: Sishoff and Noordhoff
    • G. Carayannis, “Different aspects of linear modeling for signal processing,” in Pattern Recognition and Signal Processing, C. H. Chen, Ed. Groningen, The Netherlands: Sishoff and Noordhoff, 1978.
    • (1978) Pattern Recognition and Signal Processing
    • Carayannis, G.1
  • 6
    • 0016050307 scopus 로고
    • The solution of a Toeplitz set of linear equations
    • Apr.
    • S. Zohar, “The solution of a Toeplitz set of linear equations,” J. Ass. Comput. Mach., vol. 21, pp. 272–276, Apr. 1974.
    • (1974) J. Ass. Comput. Mach. , vol.21 , pp. 272-276
    • Zohar, S.1
  • 7
    • 0000211477 scopus 로고
    • Block Toeplitz matrix inversion
    • Mar.
    • H. Akaike, “Block Toeplitz matrix inversion,” SIAM J. Appl. Math., vol. 24, pp. 234–241, Mar. 1973.
    • (1973) SIAM J. Appl. Math. , vol.24 , pp. 234-241
    • Akaike, H.1
  • 8
    • 84968491140 scopus 로고
    • Algorithms for triangular decomposition of block Hankel and Toeplitz matrices with applications to factoring positive matrix polynomials
    • Jan.
    • J. Rissanen, “Algorithms for triangular decomposition of block Hankel and Toeplitz matrices with applications to factoring positive matrix polynomials,” Math. Comput., vol. 27, pp. 147–154, Jan. 1973.
    • (1973) Math. Comput. , vol.27 , pp. 147-154
    • Rissanen, J.1
  • 10
    • 0003046567 scopus 로고
    • New inversion formulas for matrices classified in terms of their distance from Toeplitz matrices
    • B. Friedlander, M. Morf, T. Kailath, and L. Ljung, “New inversion formulas for matrices classified in terms of their distance from Toeplitz matrices,” Linear Alg. Appl., vol. 27, pp. 31–60, 1979.
    • (1979) Linear Alg. Appl. , vol.27 , pp. 31-60
    • Friedlander, B.1    Morf, M.2    Kailath, T.3    Ljung, L.4
  • 12
    • 0017675018 scopus 로고
    • An alternative formulation for the recursive solution of the covariance and autocorrelation equations
    • Dec.
    • G. Carayannis, “An alternative formulation for the recursive solution of the covariance and autocorrelation equations,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-25, pp. 574–577, Dec. 1977.
    • (1977) IEEE Trans. Acoust., Speech, Signal Processing , vol.ASSP-25 , pp. 574-577
    • Carayannis, G.1
  • 13
    • 0019267659 scopus 로고
    • Fast inversion of vector generated matrices for signal processing
    • M. Kunt and F. de Coulon, Eds. Amsterdam, The Netherlands: North-Holland
    • D. Manolakis, G. Carayannis, and N. Kalouptsidis, “Fast inversion of vector generated matrices for signal processing,” in Signal Processing. Theories and Applications, M. Kunt and F. de Coulon, Eds. Amsterdam, The Netherlands: North-Holland, 1980, pp. 525–532.
    • (1980) Signal Processing Theories and Applications , pp. 525-532
    • Manolakis, D.1    Carayannis, G.2    Kalouptsidis, N.3
  • 15
    • 0017367713 scopus 로고
    • The use of time domain selection for improved linear prediction
    • Feb.
    • K. Steiglitz and B. Dickinson, “The use of time domain selection for improved linear prediction,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-25, pp. 34–39, Feb. 1977.
    • (1977) IEEE Trans. Acoust., Speech, Signal Processing , vol.ASSP-25 , pp. 34-39
    • Steiglitz, K.1    Dickinson, B.2
  • 16
    • 0015604050 scopus 로고
    • Analyse de la parole par filtrage optimal de Kalman
    • C. Gueguen and G. Carayannis, “Analyse de la parole par filtrage optimal de Kalman,” Automatisme, Tome XVIII, no. 3, pp. 99-105, 1973.
    • (1973) Automatisme , vol.18 , Issue.3 , pp. 99-105
    • Gueguen, C.1    Carayannis, G.2
  • 17
    • 84939065787 scopus 로고    scopus 로고
    • Real time pitch period extraction by adaptive prediction of the speech waveform
    • Processing, Newton, MA.
    • J. N. Maksym, “Real time pitch period extraction by adaptive prediction of the speech waveform,” in Proc. 1972 IEEE Conf. Speech Commun. Processing, Newton, MA.
    • Proc. 1972 IEEE Conf. Speech Commun.
    • Maksym, J.N.1
  • 19
    • 0016495091 scopus 로고
    • Linear prediction—A tutorial review
    • J. Makhoul, “Linear prediction—A tutorial review,” Proc. IEEE, vol. 63, no. 4, 1975.
    • (1975) Proc. IEEE , vol.63 , Issue.4
    • Makhoul, J.1
  • 21
    • 0015331150 scopus 로고
    • On the estimation of the moving-average parameters
    • Apr.
    • J. C. Chow, “On the estimation of the moving-average parameters,” IEEE Trans. Automat. Contr., vol. AC-17, pp. 268–269, Apr. 1972.
    • (1972) IEEE Trans. Automat. Contr. , vol.AC-17 , pp. 268-269
    • Chow, J.C.1
  • 22
    • 0014861742 scopus 로고
    • Estimation of the autoregressive parameters of a mixed autoregressive moving-average time series
    • Oct.
    • W. Gersh, “Estimation of the autoregressive parameters of a mixed autoregressive moving-average time series,” IEEE Trans. Automat. Contr., vol. AC-15, pp. 583–588, Oct. 1970.
    • (1970) IEEE Trans. Automat. Contr. , vol.AC-15 , pp. 583-588
    • Gersh, W.1
  • 23
    • 84939058065 scopus 로고
    • Two alternative schemes for the solution of the autocorrelation equations in the ARMA case
    • Princeton, NJ, Mar.
    • N. Kalouptsidis, G. Carayannis, and D. Manolakis, “Two alternative schemes for the solution of the autocorrelation equations in the ARMA case,” in Proc. 14th Ann. Conf. Inform. Sci. Syst., Princeton, NJ, Mar. 26–28, 1980.
    • (1980) Proc. 14th Ann. Conf. Inform. Sci. Syst. , pp. 26-28
    • Kalouptsidis, N.1    Carayannis, G.2    Manolakis, D.3
  • 24
    • 0041886751 scopus 로고
    • Digital signal processing in geophysics
    • A. V. Oppenheim, Ed. Englewood Cliffs, NJ: Prentice-Hall
    • E. A. Robinson and S. Treitel, “Digital signal processing in geophysics,” in Applications of Digital Signal Processing, A. V. Oppenheim, Ed. Englewood Cliffs, NJ: Prentice-Hall, 1978.
    • (1978) Applications of Digital Signal Processing
    • Robinson, E.A.1    Treitel, S.2
  • 25
    • 0018684004 scopus 로고
    • An efficient algorithm for a large Toeplitz set of linear equations
    • Dec.
    • J. R. Jain, “An efficient algorithm for a large Toeplitz set of linear equations,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-27, pp. 612–615, Dec. 1979.
    • (1979) IEEE Trans. Acoust., Speech, Signal Processing , vol.ASSP-27 , pp. 612-615
    • Jain, J.R.1
  • 28
    • 0000723833 scopus 로고
    • Numerical solution of linear equations with Toeplitz and vector Toeplitz matrices
    • Oct.
    • E. H. Bareiss, “Numerical solution of linear equations with Toeplitz and vector Toeplitz matrices,” Numer. Math., vol. 13, pp. 404–425, Oct. 1969.
    • (1969) Numer. Math. , vol.13 , pp. 404-425
    • Bareiss, E.H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.