Approximative Inversion of Positive Matrices with Applications to Modelling

Author:

Dewilde P.,Deprettere Ed. F.

Publisher

Springer Berlin Heidelberg

Reference20 articles.

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2. Y. Kamp, “Some Results on Constrained Maximum Likelihood Estimation,” Proceedings ICASSP, pp. 27.16.1–3 (1986).

3. H. Dym and I. Gohberg, “Extensions of Band Matrices with Band Inverses,” Linear Algebra and its Applications, pp. 1–24 Elsevier, (1981).

4. P. Dewilde, A. Vieira, and T. Kailath, “On a Generalized Szego-Levinson Realization Algorithm for Optimal Linear Predictors based on a Network Theoretic Approach,” IEEE Trans. CAS CAS-25(9) pp. 663–675 (Sept. 1978).

5. E. Deprettere, “Mixed Form Time-Variant Lattice Recursions,” pp. 545–562 in Outils et Modeles Mathematiques pour l’Automatique, l’Analyse de systèmes et le traitement du signal, CNRS, Paris (1981).

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