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Author Pagano, Marcello
Source ACM Digital Library
Content type Text
Publisher Association for Computing Machinery (ACM)
File Format PDF
Copyright Year ©1976
Language English
Subject Domain (in DDC) Computer science, information & general works ♦ Data processing & computer science
Abstract An algorithm for factoring a covariance function into its Hurwitz factors, which is based on the Cholesky factors of a certain matrix, was proposed by F.L. Bauer and others. This algorithm bears a close connection to the theory of orthogonal polynomials, and a closer one to the theory of prediction of stationary time series. In this paper these relations are pointed out and then used to advantage to prove the linear convergence of this algorithm.
ISSN 00045411
Age Range 18 to 22 years ♦ above 22 year
Educational Use Research
Education Level UG and PG
Learning Resource Type Article
Publisher Date 1976-04-01
Publisher Place New York
e-ISSN 1557735X
Journal Journal of the ACM (JACM)
Volume Number 23
Issue Number 2
Page Count 7
Starting Page 310
Ending Page 316


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Source: ACM Digital Library