Title :
A new proof of the minimum phase property of the unit delay prediction error operator-revisited
Author :
Ulrych, Tad J. ; Treitel, Sven
Author_Institution :
PPPG/UFBa, Salvador, Brazil
fDate :
1/1/1991 12:00:00 AM
Abstract :
It is shown, using the properties of the eigenvectors of doubly symmetric matrices, that the prediction error operator which is computed from normal equations of Toeplitz form is minimum phase. A requirement is that the Toeplitz matrix be positive definite. It is interesting to note that the special properties of the eigenvectors which correspond to the minimum and maximum eigenvalues, namely, that the zeros of these eigenvectors lie on the unit circle, are not required in the proof. A correct proof based on spectral decomposition is presented
Keywords :
eigenvalues and eigenfunctions; filtering and prediction theory; matrix algebra; Toeplitz matrix; doubly symmetric matrices; eigenvalues; eigenvectors; minimum phase property; prediction error operator; spectral decomposition; unit delay; Artificial intelligence; Astronomy; Delay; Eigenvalues and eigenfunctions; Equations; Geophysics; Matrix decomposition; Production; Symmetric matrices;
Journal_Title :
Signal Processing, IEEE Transactions on