Title :
Numerical Stabilization of the Banded Levinson Algorithm
Author :
Gavel, Donald T.
Author_Institution :
University of California, Lawrence Livermore National Laboratory, P.O. Box 808, Livermore, CA 94550.
Abstract :
This paper presents a numerically stable algorithm for solving banded Toeplitz systems of n linear equations. The algorithm is "fast" in that it requires only O(nq) operations, where q is the bandwidth of the matrix. An earlier version of the banded Toeplitz algorithm presented in the literature suffers from numerical instability.
Keywords :
Bandwidth; Equations; Laboratories; Linear systems; Numerical stability; Process control; Random number generation; Reflection; Signal processing algorithms; Symmetric matrices;
Conference_Titel :
American Control Conference, 1990
Conference_Location :
San Diego, CA, USA
