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
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