Title :
An efficient algorithm for solving general periodic Toeplitz systems
Author :
Chakraborty, Mrityunjoy
Author_Institution :
Dept. of Electron. & Electr. Commun. Eng., Indian Inst. of Technol., Kharagpur, India
fDate :
3/1/1998 12:00:00 AM
Abstract :
An efficient algorithm is presented for inverting matrices which are periodically Toeplitz, i.e., whose diagonal and subdiagonal entries exhibit periodic repetitions. Such matrices are not per symmetric and thus cannot be inverted by Trench´s (1964) method. An alternative approach based on appropriate matrix factorization and partitioning is suggested. The algorithm provides certain insight on the formation of the inverse matrix, is implementable on a set of circularly pipelined processors and, as a special case, can be used for inverting a set of block Toeplitz matrices without requiring any matrix operation
Keywords :
Toeplitz matrices; matrix inversion; parallel algorithms; pipeline processing; signal processing; time series; time-varying systems; block Toeplitz matrices; circularly pipelined processor; diagonal entries; efficient algorithm; general periodic Toeplitz systems solution; inverse matrix; matrix factorization; matrix partitioning; parallel algorithm; periodic repetitions; periodic time series; signal processing; subdiagonal entries; Algorithm design and analysis; Equations; Filtering algorithms; Linear systems; Parameter estimation; Partitioning algorithms; Periodic structures; Symmetric matrices; Time measurement; Time series analysis;
Journal_Title :
Signal Processing, IEEE Transactions on