DocumentCode
276772
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
fYear
1991
fDate
9-10 May 1991
Firstpage
37
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Communications, Computers and Signal Processing, 1991., IEEE Pacific Rim Conference on
Conference_Location
Victoria, BC
Print_ISBN
0-87942-638-1
Type
conf
DOI
10.1109/PACRIM.1991.160675
Filename
160675
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