Title :
An iterative method for calculating the sample serial correlation coefficient
Author_Institution :
Brunel University, Uxbridge, Middlesex, England
fDate :
8/1/1980 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1980.1102405
