Title
Vector space solution to the multidimensional Yule-Walker equations
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.