Page 1

Displaying 1 – 1 of 1

Showing per page

Efficient measurement of higher-order statistics of stochastic processes

Wladyslaw Magiera, Urszula Libal, Agnieszka Wielgus (2018)

Kybernetika

This paper is devoted to analysis of block multi-indexed higher-order covariance matrices, which can be used for the least-squares estimation problem. The formulation of linear and nonlinear least squares estimation problems is proposed, showing that their statements and solutions lead to generalized `normal equations', employing covariance matrices of the underlying processes. Then, we provide a class of efficient algorithms to estimate higher-order statistics (generalized multi-indexed covariance...

Currently displaying 1 – 1 of 1

Page 1