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"A generalized Levinson algorithm for covariance extension with application ..."
Austin B. Frakt, Hanoch Lev-Ari, Alan S. Willsky (2003)
- Austin B. Frakt
, Hanoch Lev-Ari, Alan S. Willsky:
A generalized Levinson algorithm for covariance extension with application to multiscale autoregressive modeling. IEEE Trans. Inf. Theory 49(2): 411-424 (2003)
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