Martin Morf

TL;DR: In this article, a general linear least squares estimation problem is considered and the optimal filters for filtering and smoothing can be recursively and efficiently calculated under certain structural assumptions about the covariance functions involved.

TL;DR: In this article, a fast and numerically advantageous algorithm for solving minimal design problems (MDP) and a new, simpler test for the existence of a proper solution of the MDP are presented.

TL;DR: LADder form MOdeling (LADMO) is attracting an increasing amount of interest and very little attention has been paid in the literature to the properties of the ladder forms from a system theoretic point of view.

TL;DR: Several new mesh connected multiprocessor architectures are presented that are adapted to execute highly parallel algorithms for matrix alge-bra and signal processing, such as triangular- and eigen-decomposition, inversion and low-rank updat-ing of general matrices, as well as Toeplitz and Hankel related matrices.

TL;DR: In this paper, the problem of constructing canonical ladder realizations for vector autoregressive (AR) processes specified by their characteristic matrix polynomials is treated and two efficient procedures for solving this equation are presented, both requiring a number of operations that is proportional to at most the square of the model order.