• 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