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- W2028776952 abstract "Triangular decomposition of the semi-infinite covariance matrix of a moving average process can be used as a spectral factorization technique. An efficient lattice algorithm is derived for performing the necessary computations. This technique is a special case of the fast Cholesky decomposition of stationary covariance matrices. The algorithm can be used to factor multichannel spectra to a desired degree of accuracy." @default.
- W2028776952 created "2016-06-24" @default.
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- W2028776952 date "1983-11-01" @default.
- W2028776952 modified "2023-09-27" @default.
- W2028776952 title "A lattice algorithm for factoring the spectrum of a moving average process" @default.
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- W2028776952 doi "https://doi.org/10.1109/tac.1983.1103175" @default.
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