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
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