|
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
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.
Citation:
V. V. Klimchenko, “Modification of the multichannel Levinson recursion”, Probl. Upr., 2009, no. 2, 2–7
Linking options:
https://www.mathnet.ru/eng/pu53 https://www.mathnet.ru/eng/pu/v2/p2
|
Statistics & downloads: |
Abstract page: | 422 | Full-text PDF : | 196 | References: | 58 |
|