Torsten Söderström, Michael Sebek, Jan Jezek, Vladimír Kucera, Didier Henrion. An evaluation of algorithms for computing the covariance function of a multivariable ARMA process. In 6th European Control Conference, ECC 2001, Porto, Portugal, September 4-7, 2001. pages 3687-3692, IEEE, 2001. [doi]
Abstract is missing.