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Letters to the Editor

Dynamic Equation for Levinson Filter in a Nonstationary Environment

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Pages 74-75 | Published online: 02 Jun 2015

REFERENCES

  • N. Wiener, Extrapolation, interpolation and smoothing of stationary time series with engg. applications, Wiley, 1949, pp 25–75.
  • N. Levinson, A heuristic exposition of Wiener's mathematical theory of prediction and filtering, Jr. of Maths and Physics, vol 25, pp 110–119, Jul 1947.
  • 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.

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