Characterization of stationary discrete-time Gaussian reciprocal processes over a finite interval

SIAM Journal on Matrix Analysis and Applications

Volumn 24, Issue 2, 2003, Pages 334-355

  Levy, Bernard C ^a   Ferrante, Augusto ^b  

^a University of California Davis   (United States)

^b UNIVERSITY OF PADOVA   (Italy)

Author keywords

Covariance matrices; Gaussian reciprocal processes; Symplectic matrix pencils

Indexed keywords

EID: 0037262185     PISSN: 08954798     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0895479801368622     Document Type: Article

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