Vector space solution to the multidimensional Yule-Walker equations

S.M. Kay, C.P. Carbone
2003 IEEE International Conference on Acoustics, Speech, and Signal Processing, 2003. Proceedings. (ICASSP '03).  
This paper describes a vector space approach to solving the multidimensional (m-D) Yule-Walker equations for an arbitrary region of support. This approach leads to a solution that is simple to implement.
doi:10.1109/icassp.2003.1199269 dblp:conf/icassp/KayC03 fatcat:4itq4dtrkbdc3gjfhrjo2cw35a