Title :
New analogues of split algorithms for Toeplitz-plus-Hankel matrices
Author :
Yagle, Andrew E.
Author_Institution :
Dept. of Electr. Eng. & Comput. Sci., Michigan Univ., Ann Arbor, MI, USA
Abstract :
Novel fast algorithm for solving arbitrary Toeplitz-plus-Hankel systems of equations are presented. The algorithms are analogues of the split Levinson and Schur algorithms, although the more general Toeplitz-plus-Hankel structure requires that the algorithms be based on a four-term recurrence; relations with previous split algorithms are noted. The algorithms require roughly half as many multiplications as previous fast algorithms for Toeplitz-plus-Hankel systems
Keywords :
matrix algebra; signal processing; spectral analysis; Levinson algorithm; Schur algorithm; Toeplitz-plus-Hankel matrices; analogues; fast algorithms; four-term recurrence; signal processing; spectral analysis; split algorithms; Cloning; Computer science; Heart; Integral equations; Kernel; Nonlinear filters; Scattering; Symmetric matrices;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1991. ICASSP-91., 1991 International Conference on
Conference_Location :
Toronto, Ont.
Print_ISBN :
0-7803-0003-3
DOI :
10.1109/ICASSP.1991.150865