Cybenko, George The numerical stability of the Levinson-Durbin algorithm for Toeplitz systems of equations. (English) Zbl 0474.65026 SIAM J. Sci. Stat. Comput. 1, 303-319 (1980). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 4 ReviewsCited in 39 Documents MSC: 65F30 Other matrix algorithms (MSC2010) 65C99 Probabilistic methods, stochastic differential equations 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62M20 Inference from stochastic processes and prediction 93E11 Filtering in stochastic control theory 33C45 Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) Keywords:Levinson-Durbin algorithm; Yule-Walker equations; Toeplitz matrix; error analysis; Cholesky algorithm; signal detection; time series analysis; prediction; signal processing Citations:Zbl 0101.356 Software:TOEPLITZ PDF BibTeX XML Cite \textit{G. Cybenko}, SIAM J. Sci. Stat. Comput. 1, 303--319 (1980; Zbl 0474.65026) Full Text: DOI