Circulant approximations of the inverses of Toeplitz matrices and related quantities with applications to stationary random processes

DOI10.1109/TASSP.1985.1164723zbMath0621.65016MaRDI QIDQ3757246

P. J. Sherman

Publication date: 1985

Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

zbMATH Keywords

rate of convergencequadratic formsdiscrete Fourier transformcirculant approximationToeplitz covariance matrix

Mathematics Subject Classification ID

Hermitian, skew-Hermitian, and related matrices (15B57) Quadratic and bilinear forms, inner products (15A63) Direct numerical methods for linear systems and matrix inversion (65F05)

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