Toeplitz systems associated with the product of a formal Laurent series and a Laurent polynomial

DOI10.1137/0609015zbMATH Open0647.65017OpenAlexW1981405549MaRDI QIDQ3792138

William F. Trench

Publication date: 1988

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0609015

zbMATH Keywords

covariance matrixfactorizationLaurent polynomialformal Laurent seriesToeplitz systemsbanded and rationally generated Toeplitz matricesstationary input time serieszeros of the generating function

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Matrices over function rings in one or more variables (15A54)

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