NASA NTRS · 19880008982
Linear prediction of stationary vector sequences
Abstract
The class of all linear predictors of minimal order for a stationary vector-valued process is specified in terms of linear transformations on the associated Hankel covariance matrix. Two particular transformations, yielding computationally efficient construction schemes, are proposed.
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Baram, Yoram. 1988-03-01. Linear prediction of stationary vector sequences. https://ntrs.nasa.gov/citations/19880008982
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