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Matrices with Banded Inverses: Inversion Algorithms and Factorization of Gauss-Markov Processes.
- Source :
-
IEEE Transactions on Information Theory . Jul2000, Vol. 46 Issue 4, p1495. 15p. 3 Diagrams, 1 Chart, 3 Graphs. - Publication Year :
- 2000
-
Abstract
- Presents a study which examined the inversion of full matrices whose inverse are L-banded. Discussion on the banded matrix algebra; Representations of Gauss-Markov random processes; Summary.
- Subjects :
- *MATRICES (Mathematics)
*STOCHASTIC processes
*GAUSSIAN distribution
Subjects
Details
- Language :
- English
- ISSN :
- 00189448
- Volume :
- 46
- Issue :
- 4
- Database :
- Academic Search Index
- Journal :
- IEEE Transactions on Information Theory
- Publication Type :
- Academic Journal
- Accession number :
- 3500820
- Full Text :
- https://doi.org/10.1109/18.954748