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"Spectral factorization of time-varying covariance functions."

Brian D. O. Anderson, John B. Moore, Sonny G. Loo (1969)

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DOI: 10.1109/TIT.1969.1054360

access: closed

type: Journal Article

metadata version: 2020-03-10

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  - journals/tit/AndersonML69
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Brian D. O. Anderson, John B. Moore, Sonny G. Loo:
Spectral factorization of time-varying covariance functions. IEEE Trans. Inf. Theory 15(5): 550-557 (1969)

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