Symmetric solutions and eigenvalue problems of Toeplitz systems

DOI10.1109/78.175752zbMath0772.65022OpenAlexW2146786724MaRDI QIDQ4034254

Dawei Huang

Publication date: 16 May 1993

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/78.175752

zbMATH Keywords

predictionconvergenceeigenvalueseigenvectorssignal processingsymmetric Toeplitz matrixfiltersrecursion algorithmcovariance Toeplitz matrixminimum eigenvalue-eigenvector problemPisarenco's method

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Eigenvalues, singular values, and eigenvectors (15A18) Iterative numerical methods for linear systems (65F10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (4)

Extreme eigenvalues of real symmetric Toeplitz matrices ⋮ A two-step even-odd split Levinson algorithm for Toeplitz systems ⋮ Spectral functions for real symmetric Toeplitz matrices ⋮ Parametric deconvolution of positive spike trains.

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