Title :
On the mathematical foundations of the generalized Levinson algorithm
Author :
Delsarte, Ph ; Genin, Y. ; Kamp, Y.
Author_Institution :
Philips Research Laboratory Brussels, Brussels, Belgium
Abstract :
The paper is concerned with the generalized Levinson algorithm based on the displacement rank concept. It turns out that this algorithm for inverting an arbitrary positive definite matrix can be approached from two different mathematical viewpoints : the theory of Σ-lossless transfer functions on the one hand and the matrix version of the standard Levinson algorithm applied to an appropriate block-Toeplitz embedding of the given matrix on the other hand.
Keywords :
Computational efficiency; Costs; Equations; Laboratories; Linear matrix inequalities; Matrices; Polynomials; Reflection; Transfer functions;
Conference_Titel :
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '82.
DOI :
10.1109/ICASSP.1982.1171420
