An efficient and versatile algorithm for computing the covariance function of an ARMA process

IEEE Transactions on Signal Processing

Volumn 46, Issue 6, 1998, Pages 1591-1600

  Söderström, Torsten ^a   Jezek, Jan ^a   Kucera, Vladimir ^a   Soderstrom T ^a  

^a UPPSALA UNIVERSITY   (Sweden)

Author keywords

Arma process; Covariance function; Numerical algorithm; Numerical robustness; Polynomial algorithm

Indexed keywords

ALGORITHMS; COMPUTATIONAL METHODS; POLYNOMIALS;

COVARIANCE FUNCTIONS;

SIGNAL PROCESSING;

EID: 0032099749     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.678473     Document Type: Article

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