Linear statistical models for stationary sequences and related algorithms for Cholesky factorization of Toeplitz matrices.
Cédric DemeureLouis L. ScharfPublished in: IEEE Trans. Acoust. Speech Signal Process. (1987)
Keyphrases
- statistical models
- related algorithms
- statistical model
- singular value decomposition
- statistical modeling
- parameter estimation
- kronecker product
- least squares
- systems of linear equations
- nonlinear models
- non stationary
- sparse matrices
- symmetric matrices
- sparse matrix
- linear model
- data matrix
- linear systems
- bayesian models
- matrix factorization
- statistical methods
- closed form
- translation model
- machine learning