• DocumentCode
    1881132
  • Title

    Schur parametrization of symmetric indefinite matrices

  • Author

    Diepold, Klaus ; Pauli, Rainer

  • Author_Institution
    Inst. for Network Theory & Circuit Design, Tech. Univ. Munich, Germany
  • fYear
    1991
  • fDate
    14-17 Apr 1991
  • Firstpage
    3401
  • Abstract
    It is shown that the generalized Schur algorithm for triangular factorization of symmetric positive definite matrices has a natural extension to the factorization of symmetric indefinite matrices with nonsingular principal submatrices. The proof is constructive and provides for an explicit formulation of the J-orthogonal and triangular matrices involved in the procedure. The (group-theoretic) significance of degenerate transformation steps involving unbounded reflection coefficients is precisely identified. It is found how to assign them an interpretation as Schur parameters and how to get benefit from this knowledge for performing a suitable change of equivalence class during execution, instead of a breakdown of the algorithm
  • Keywords
    matrix algebra; J-orthogonal matrix; Schur parameters; Schur parametrization; generalized Schur algorithm; group theory; nonsingular principal submatrices; recursive parameter identification algorithm; symmetric indefinite matrices; symmetric positive definite matrices; triangular factorization; triangular matrices; unbounded reflection coefficients; Circuit synthesis; Computer networks; Ducts; Entropy; Inverse problems; Parameter estimation; Statistics; Stochastic processes; Symmetric matrices; Transmission line matrix methods;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Acoustics, Speech, and Signal Processing, 1991. ICASSP-91., 1991 International Conference on
  • Conference_Location
    Toronto, Ont.
  • ISSN
    1520-6149
  • Print_ISBN
    0-7803-0003-3
  • Type

    conf

  • DOI
    10.1109/ICASSP.1991.150184
  • Filename
    150184