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Fractional transformation group induced byQR factorization and linear prediction problem |
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| Authors: | Yoshimasa Nakamura |
| Abstract: | A new fractional transformation group is found which acts transitively on the space of linear predictors for nonstationary processes by using the QR factorization of nonsingular matrices. |
| Keywords: | Fractional transformation group Linear prediction problem QR factorization QR algorithm Discrete Riccati equation |
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