• DocumentCode
    1559501
  • Title

    New analogs of split algorithms for arbitrary Toeplitz-plus-Hankel matrices

  • Author

    Yagle, Andrew E.

  • Author_Institution
    Dept. of Electr. Eng. & Comput. Sci., Michigan Univ., Ann Arbor, MI, USA
  • Volume
    39
  • Issue
    11
  • fYear
    1991
  • fDate
    11/1/1991 12:00:00 AM
  • Firstpage
    2457
  • Lastpage
    2463
  • Abstract
    Fast algorithms for solving arbitrary Toeplitz-plus-Hankel systems of equations are presented. The algorithms are analogs of the split Levinson and Schur algorithms, although the more general Toeplitz-plus-Hankel structure requires that the algorithms be based on a four-term recurrence. Relations with the previous split algorithms are considered. The algorithms require roughly half as many multiplications as previous fast algorithms for Toeplitz-plus-Hankel systems
  • Keywords
    filtering and prediction theory; matrix algebra; signal processing; Toeplitz-plus-Hankel matrices; fast algorithms; four-term recurrence; linear prediction; signal processing; split Levinson algorithm; split Schur algorithm; split algorithms; Filters; Heart; Integral equations; Kernel; Multidimensional systems; Random processes; Scattering; Signal processing algorithms; Symmetric matrices;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/78.98001
  • Filename
    98001