Problemy Upravleniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Probl. Upr.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

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
Full-text PDF (367 kB)
References:
PDF
HTML
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}
Linking options:
  • https://www.mathnet.ru/eng/pu53
  • https://www.mathnet.ru/eng/pu/v2/p2
    • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Проблемы управления
    Statistics & downloads:
    Abstract page:422
    Full-text PDF :196
    References:58
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024