Solving 2-d wiener filtering problem using the block cholesky decomposition

DOI10.1080/03610929908832343zbMath0951.60050OpenAlexW2022847081MaRDI QIDQ4241674

Seongbaek Yi, Byoung-Seon Choi

Publication date: 14 June 1999

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929908832343

zbMATH Keywords

Wiener filteringCholesky decompositionHermitian block Toeplitz matrixWhittle algorithm

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35)

Cites Work

• Matrices with block Toeplitz inverses
• A recursive algorithm for solving the spatial Yule-Walker equations of causal spatial AR models
• Efficient inversion of Toeplitz-block Toeplitz matrix
• A survey of Toeplitz and related matrices
• Block Toeplitz Matrix Inversion

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