Title :
Inverse problems for orthogonal matrices, Toda flows, and signal processing
Author :
Faybusovich, L. ; Ammar, G.S. ; Gragg, W.B.
Author_Institution :
Dept. of Math., Notre Dame Univ., IN, USA
Abstract :
The authors consider Toda flows induced on the set of orthogonal upper Hessenberg matrices. The explicit formulas for the evolution of Schur parameters are given. Since Schur parameters determine orthogonal Hessenberg matrices uniquely, an explicit description is obtained of the evolution of a given orthogonal Hessenberg matrix under the Toda flow
Keywords :
inverse problems; matrix algebra; polynomials; signal processing; Schur parameters; Toda flows; explicit description; orthogonal matrices; signal processing; upper Hessenberg matrices; Autocorrelation; Eigenvalues and eigenfunctions; Fluid flow measurement; Frequency; Inverse problems; Mathematics; Polynomials; Signal processing; Symmetric matrices; White noise;
Conference_Titel :
Decision and Control, 1992., Proceedings of the 31st IEEE Conference on
Conference_Location :
Tucson, AZ
Print_ISBN :
0-7803-0872-7
DOI :
10.1109/CDC.1992.371167