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Problemy Upravleniya, 2009, Issue 2, Pages 2–7 (Mi pu53)  

Mathematical problems of control theory

Modification of the multichannel Levinson recursion

V. V. Klimchenko

Institute for Automation and Control Processes, Far Eastern Branch of the Russian Academy of Sciences
References:
Abstract: Relations between the covariance matrices that are being calculated during the procedure of multichannel Levinson recursion are investigated. The dependencies revealed lead to halving operations of matrix inverting comparing to the standard version of the algorithm.
Keywords: system identification, multivariate time series, bock-toeplitz matrix, fast algorithm, Multichannel Levinson recursion.
Document Type: Article
UDC: 519.246.8
Language: Russian
Citation: V. V. Klimchenko, “Modification of the multichannel Levinson recursion”, Probl. Upr., 2009, no. 2, 2–7
Citation in format AMSBIB
\Bibitem{Kli09}
\by V.~V.~Klimchenko
\paper Modification of the multichannel Levinson recursion
\jour Probl. Upr.
\yr 2009
\issue 2
\pages 2--7
\mathnet{http://mi.mathnet.ru/pu53}
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  • https://www.mathnet.ru/eng/pu53
  • https://www.mathnet.ru/eng/pu/v2/p2
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