{"publisher":"Elsevier North-Holland, Inc.","intvolume":" 87","date_updated":"2023-01-30T11:55:07Z","page":"1179–1187","year":"2007","citation":{"bibtex":"@article{Spurbeck_Schreier_2007, place={Amsterdam, The Netherlands}, title={Causal Wiener filter banks for periodically correlated time series}, volume={87}, DOI={10.1016/j.sigpro.2006.10.008}, number={6}, journal={Signal Process.}, publisher={Elsevier North-Holland, Inc.}, author={Spurbeck, Mark S. and Schreier, Peter J.}, year={2007}, pages={1179–1187} }","ieee":"M. S. Spurbeck and P. J. Schreier, “Causal Wiener filter banks for periodically correlated time series,” Signal Process., vol. 87, no. 6, pp. 1179–1187, 2007, doi: 10.1016/j.sigpro.2006.10.008.","chicago":"Spurbeck, Mark S., and Peter J. Schreier. “Causal Wiener Filter Banks for Periodically Correlated Time Series.” Signal Process. 87, no. 6 (2007): 1179–1187. https://doi.org/10.1016/j.sigpro.2006.10.008.","mla":"Spurbeck, Mark S., and Peter J. Schreier. “Causal Wiener Filter Banks for Periodically Correlated Time Series.” Signal Process., vol. 87, no. 6, Elsevier North-Holland, Inc., 2007, pp. 1179–1187, doi:10.1016/j.sigpro.2006.10.008.","short":"M.S. Spurbeck, P.J. Schreier, Signal Process. 87 (2007) 1179–1187.","ama":"Spurbeck MS, Schreier PJ. Causal Wiener filter banks for periodically correlated time series. Signal Process. 2007;87(6):1179–1187. doi:10.1016/j.sigpro.2006.10.008","apa":"Spurbeck, M. S., & Schreier, P. J. (2007). Causal Wiener filter banks for periodically correlated time series. Signal Process., 87(6), 1179–1187. https://doi.org/10.1016/j.sigpro.2006.10.008"},"volume":87,"issue":"6","status":"public","_id":"40879","doi":"10.1016/j.sigpro.2006.10.008","place":"Amsterdam, The Netherlands","publication":"Signal Process.","date_created":"2023-01-30T11:52:06Z","department":[{"_id":"263"}],"author":[{"first_name":"Mark S.","full_name":"Spurbeck, Mark S.","last_name":"Spurbeck"},{"full_name":"Schreier, Peter J.","last_name":"Schreier","first_name":"Peter J."}],"title":"Causal Wiener filter banks for periodically correlated time series","type":"journal_article","user_id":"43497"}