ON FACTORING THE CORRELATIONS OF DISCRETE MULTI-VARIABLE STOCHASTIC PROCESSES

Abstract

The theory of discrete scalar time series analysis is extended to multivariable processes. This extension is facilitated by expanding the algebra of polynomial matrices (matrices with polynomial elements).

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Document Details

Document Type
Technical Report
Publication Date
Feb 28, 1965
Accession Number
AD0614040

Entities

People

  • Ralph A. Wiggins

Organizations

  • Massachusetts Institute of Technology

Tags

Communities of Interest

  • Air Platforms
  • C4I
  • Energy and Power Technologies
  • Space

DTIC Thesaurus Topics

  • Air Force
  • Algorithms
  • Autocorrelation
  • Computational Science
  • Computer Programs
  • Computers
  • Correlation Techniques
  • Data Science
  • Geometry
  • Geophysics
  • Information Science
  • Linear Algebra
  • Simultaneous Equations
  • Statistical Analysis
  • Stochastic Processes
  • Time Series Analysis
  • Two Dimensional

Fields of Study

  • Mathematics

Readers

  • Linear Algebra
  • Theoretical Analysis.