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
Link To Document