DocumentCode
833144
Title
An iterative method for calculating the sample serial correlation coefficient
Author
Pouliezos, A.
Author_Institution
Brunel University, Uxbridge, Middlesex, England
Volume
25
Issue
4
fYear
1980
fDate
8/1/1980 12:00:00 AM
Firstpage
834
Lastpage
836
Abstract
In this paper a fast on-line procedure for the calculation of the sample serial correlation for serially received data is presented.
Keywords
Correlation functions; Fault diagnosis; Kalman filtering; Control systems; Design methodology; Eigenvalues and eigenfunctions; Iterative methods; Linear systems; Notice of Violation; Observability; Riccati equations; Subspace constraints; Sufficient conditions;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1980.1102405
Filename
1102405
Link To Document