Matrices with banded inverses: inversion algorithms and factorization of Gauss-Markov processes

IEEE Transactions on Information Theory - Tập 46 Số 4 - Trang 1495-1509 - 2000
A. Kavcic1, José M. F. Moura2,3
1Division of Engineering and Applied Sciences, Harvard University, Cambridge, MA, USA
2Carnegie Mellon University, Pittsburgh, PA USA
3Department of Electrical Engineering and Computer Science, Massachusetts Institute of Technology, Cambridge, MA, USA

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