Displacement Structures of Covariance Matrices, Lossless Systems, and Numerical Algorithm Design

DOI10.1137/S0895479892238804zbMath0827.65046OpenAlexW2021856011MaRDI QIDQ4835412

François Desbouvries, Phillip A. Regalia

Publication date: 11 December 1995

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

Full work available at URL: https://doi.org/10.1137/s0895479892238804

zbMATH Keywords

signal processingbackward error analysisstructured covariance matricesdisplacement rankfast computational algorithms

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) General systems theory (93A99)

This page was built for publication: Displacement Structures of Covariance Matrices, Lossless Systems, and Numerical Algorithm Design