This paper presents a computational approach for the frequency-domain identification of multivariable, discrete-time transfer function models based on a cost function minimization...
A fast and exact procedure for the numerical synthesis of stationary multivariate Gaussian time series with a priori prescribed and well controlled autoand cross-covariance functi...
Abstract. Wavelets are generated from refinable functions by using multiresolution analysis. In this paper we investigate the approximation properties of multivariate refinable f...
We present an algorithm for finding a system of recurrence relations for the number of permutations of length n that satisfy a certain set of conditions. A rewriting of these rela...
A simple multivariate version of Costa's entropy power inequality is proved. In particular, it is shown that if independent white Gaussian noise is added to an arbitrary multi...