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- W2202169199 abstract "The prediction theory of infinite-variate processes, as presented in [3], is a natural generalization of the classical prediction theory of Wiener and Masani. One of the main problems in this theory is the actual computation of the “predictible part” of the process. A recurrent algorithm, due to Levinson ([2]) in the univariate case, can be used for this purpose. The present note extends the algorithm to the most general frame, by using its geometrical structure. For other extensions and comments on the Levinson algorithm, also in relation with solving Toeplitz systems of equations, see [1]." @default.
- W2202169199 created "2016-06-24" @default.
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- W2202169199 date "1982-01-01" @default.
- W2202169199 modified "2023-09-25" @default.
- W2202169199 title "The Levinson Algorithm in Linear Prediction" @default.
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- W2202169199 doi "https://doi.org/10.1007/978-3-0348-5445-0_17" @default.
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