Vector space solution to the multidimensional Yule-Walker equations

Authors

Steven M. Kay, University of Rhode Island
Christopher P. Carbone, Naval Undersea Warfare Center Division Newport

Document Type

Conference Proceeding

Date of Original Version

9-25-2003

Abstract

The vector space solution to the multidimensional Yule-Walker equations was discussed. Vector space approach was used because it easily generalizes to higher dimensions and also aids in developing and coding algorithms. No matrix inversions were required to develop the solution of the m-dimensional equations.

Publication Title, e.g., Journal

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volume

3

Citation/Publisher Attribution

Kay, Steven M., and Christopher P. Carbone. "Vector space solution to the multidimensional Yule-Walker equations." ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings 3, (2003): 289-292. doi: 10.1109/ICASSP.2003.1199269.