Vector space solution to the multidimensional Yule-Walker equations

被引:0
|
作者
Kay, SM [1 ]
Carbone, CP [1 ]
机构
[1] Univ Rhode Isl, Dept Elect & Comp Engn, Kingston, RI 02881 USA
关键词
D O I
暂无
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
This paper describes a vector space approach to solving the multidimensional (m-D) Yule-Walker equations for an arbitrary region of support. This approach leads to a solution that is simple to implement.
引用
收藏
页码:289 / 292
页数:4
相关论文
共 50 条
  • [1] ON THE METHODS FOR SOLVING YULE-WALKER EQUATIONS
    ZHANG, HM
    DUHAMEL, P
    [J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 1992, 40 (12) : 2987 - 3000
  • [2] Bayesian prior modeling in vector autoregressions via the Yule-Walker equations
    Spezia, Luigi
    [J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2024, 53 (14) : 5230 - 5247
  • [3] YULE-WALKER EQUATIONS AND BARTLETTS BISECTION THEORY
    MARTINELLI, G
    ORLANDI, G
    BURRASCANO, P
    [J]. IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS, 1985, 32 (10): : 1074 - 1076
  • [4] On the noise-compensated Yule-Walker equations
    Davila, CE
    [J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2001, 49 (06) : 1119 - 1121
  • [5] SOME PROPERTIES OF SOLUTIONS OF YULE-WALKER TYPE EQUATIONS
    TISMENETSKY, M
    [J]. LINEAR ALGEBRA AND ITS APPLICATIONS, 1992, 173 : 1 - 17
  • [6] Solutions of Yule-Walker equations for singular AR processes
    Chen, Weitian
    Anderson, Brian D. O.
    Deistlerb, Manfred
    Filler, Alexander
    [J]. JOURNAL OF TIME SERIES ANALYSIS, 2011, 32 (05) : 531 - 538
  • [7] Kernel autoregressive models using Yule-Walker equations
    Kallas, M.
    Honeine, P.
    Francis, C.
    Amoud, H.
    [J]. SIGNAL PROCESSING, 2013, 93 (11) : 3053 - 3061
  • [8] ON THE BLOCK LU DECOMPOSITION OF BLOCK TOEPLITZ MATRICES USING THE VECTOR YULE-WALKER EQUATIONS
    CHOI, BS
    [J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1990, 19 (08) : 2815 - 2827
  • [9] NEW INSIGHTS INTO THE HIGH-ORDER YULE-WALKER EQUATIONS
    VERGARADOMINGUEZ, L
    [J]. IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1990, 38 (09): : 1649 - 1651
  • [10] PREDICTION OF TIME SERIES USING YULE-WALKER EQUATIONS WITH KERNELS
    Kallas, Maya
    Honeine, Paul
    Richard, Cedric
    Francis, Clovis
    Amoud, Hassan
    [J]. 2012 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH AND SIGNAL PROCESSING (ICASSP), 2012, : 2185 - 2188