Title :
Displacement structure and maximum entropy
Author :
Constantinescu, Tiberiu ; Sayed, Ali H. ; Kailath, Thomas
Author_Institution :
Programs in Math. Sci., Texas Univ., Dallas, TX, USA
fDate :
5/1/1997 12:00:00 AM
Abstract :
The study of matrices with a displacement structure is mainly concerned with recursions for the so-called generator matrices. The recursion usually involves free parameters, which can be chosen in several ways so as to simplify the resulting algorithm. In this correspondence we present a choice for the parameters that is motivated by a maximum-entropy formulation, This choice further motivates the introduction of the so-called generalized reflection coefficients which are, in general, different from the better known Schur coefficients
Keywords :
information theory; matrix algebra; maximum entropy methods; recursive functions; Schur coefficients; displacement structure; free parameters; generalized reflection coefficients; generator matrices; maximum entropy; recursions; Entropy; Interpolation; Reflection; Transfer functions; Transmission line matrix methods; Transmission lines;
Journal_Title :
Information Theory, IEEE Transactions on