REFERENCES
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- C.J. Bierman, A comparison of discrete linear filtering algorithms, IEEE Trans, vol AES-9, pp 28–37, Jan 1973.
- E. Bodewig, Matrix calculus, North-Holland, 1956, pp 199–205.
- K.C. Shet & B.V. Rao, Levinson filter for nonstationary processes, Mar 1986.