An Evaluation of Algorithms for Computing the Covariance Function of a Multivariable Arma Process

Torsten Söderström, Michael Sebek, Jan Jezek, Vladimír Kucera, Didier Henrion. An Evaluation of Algorithms for Computing the Covariance Function of a Multivariable Arma Process. Eur. J. Control, 8(4):315-325, 2002. [doi]

Abstract

Abstract is missing.