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Showing 1 to 1 of 1 for “"Block Toeplitz Inversion"”.
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Implementation of Instantaneous Frequency Estimation based on Time-Varying AR Modeling
… such as Gaussian elimination or direct matrix inversion are computationally inefficient for solving such a system of equations especially when the covariance matrix has a high order. We implement two recursive algorithms for efficiently inverting the covariance matrix. First, we implement the …