DocumentCode
1140804
Title
Quick solution of least square equations and inversion of block matrices of low displacement rank
Author
Pham, Dinh Tuan
Author_Institution
IMAG-CNRS, Grenoble, France
Volume
39
Issue
9
fYear
1991
fDate
9/1/1991 12:00:00 AM
Firstpage
2122
Lastpage
2124
Abstract
A general algorithm for the inversion of block matrices of low displacement rank is proposed. It is particularly adapted to the solution of the least squares linear prediction problem. Some explicit formulas for the inverses of such matrices and a characterization of them are also provided. The method is based on the representation of the shift difference of the considered matrix as the difference between two low-rank positive matrices
Keywords
filtering and prediction theory; least squares approximations; matrix algebra; algorithm; block matrices; inversion; least square equations; least squares linear prediction problem; low displacement rank; quick solution; Displacement measurement; Equations; Least squares methods; Signal processing; Signal processing algorithms; Vectors;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.134452
Filename
134452
Link To Document