• DocumentCode
    910816
  • Title

    Gohberg-Semencul type formulas via embedding of Lyapunov equations [signal processing]

  • Author

    Pal, Debajyoti

  • Author_Institution
    AT&T Bell Lab., Holmdel, NJ, USA
  • Volume
    41
  • Issue
    6
  • fYear
    1993
  • fDate
    6/1/1993 12:00:00 AM
  • Firstpage
    2208
  • Lastpage
    2215
  • Abstract
    The authors present a new way of deriving Gohberg-Semencul-type inversion formulas for Hermitian Toeplitz and quasi-Toeplitz matrices. The approach is based on a certain Σ-lossless embedding of Lyapunov equations. It has been shown that if a nonsingular matrix R has Toeplitz displacement inertia {p, q}, then R-1 does not have the same Toeplitz displacement inertia. However, a para-Hermitian conjugate of R-1 will have this property. It is also shown that the Gohberg-Semencul-type inversion formulas can be formed directly in terms of certain parameters of the embedding
  • Keywords
    Lyapunov methods; matrix algebra; signal processing; Σ-lossless embedding; Gohberg-Semencul type formulas; Hermitian Toeplitz matrices; Lyapunov equations; Toeplitz displacement inertia; inversion formulas; nonsingular matrix; para-Hermitian conjugate; quasi-Toeplitz matrices; signal processing; Contracts; Covariance matrix; Equations; Signal processing; Stochastic processes;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/78.218147
  • Filename
    218147