Title :
A QR-type algorithm for near-to-Toeplitz matrices
Author :
Zarowski, Christopher J.
Author_Institution :
Dept. of Electr. Eng., Queen´´s Univ., Kingston, Ont., Canada
Abstract :
An alternative derivation is presented of a QR-type algorithm for near-to-Toeplitz matrices that arise in linear prediction, where the data matrix is arbitrarily windowed. The algorithm generalizes a result due to C.P. Rialan and L.L. Scharf (1988) and the derivation followed is believed to be more transparent than an equivalent result due to C.J. Demeure and L.L. Scharf (1987)
Keywords :
filtering and prediction theory; matrix algebra; QR-type algorithm; derivation; linear prediction; near-to-Toeplitz matrices; Autocorrelation; Matrices; Vectors;
Conference_Titel :
Communications, Computers and Signal Processing, 1991., IEEE Pacific Rim Conference on
Conference_Location :
Victoria, BC
Print_ISBN :
0-87942-638-1
DOI :
10.1109/PACRIM.1991.160675
