Title :
Expanding spectral density into correlation sequence
Author :
V. Kucera;Z. Vostry
Author_Institution :
Czechoslovak Academy of Sciences, Prague, Czechoslovakia
Abstract :
Given a rational spectral density of a random sequence, an effective algorithm for computing the corresponding correlation sequence is presented. The algorithm is based on the solution of a symmetrical linear polynomial equation.
Keywords :
"Polynomials","Equations","Spline","Iterative algorithms","Random sequences","Smoothing methods","Information theory","Automation"
Journal_Title :
IEEE Transactions on Automatic Control
DOI :
10.1109/TAC.1976.1101284
