INVERSION OF COVARIANCE MATRICES BY FINITE FOURIER TRANSFORMS

被引：14

作者：

RINO, CL

机构：

来源：

关键词：

D O I：

10.1109/TIT.1970.1054418

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：230 / +

页数：1

共 8 条

[1] WHAT IS FAST FOURIER TRANSFORM [J].

COCHRAN, WT ;

COOLEY, JW ;

FAVIN, DL ;

HELMS, HD ;

KAENEL, RA ;

LANG, WW ;

MALING, GC ;

NELSON, DE ;

RADER, CM ;

WELCH, PD .

PROCEEDINGS OF THE INSTITUTE OF ELECTRICAL AND ELECTRONICS ENGINEERS, 1967, 55 (10) :1664-+

COOLEY, JW ;

LEWIS, PAW ;

WELCH, PD .

IEEE TRANSACTIONS ON AUDIO AND ELECTROACOUSTICS, 1967, AU15 (02) :79-+

[3]

COOLEY JW, 1967, IEEE T AUDIO ELECTRO, VAU15, P80

[4]

DEBRUIJN NG, 1961, ASYMPTOTIC METHODS A, P52

[5]

DOOB JL, 1953, STOCHASTIC PROCESSES, P481

[6]

Faddeeva VM, 1959, COMPUTATIONAL METHOD

[7]

HANNAN EJ, 1960, TIME SERIES ANALYS 2, pCH1

[8]

Whittle Peter, 1963, PREDICTION REGULATIO