DocumentCode
974827
Title
Error detection for fast Toeplitz eigensolvers
Author
Wallace, Tom ; Taylor, Fred
Author_Institution
Adv. Power Technol. Inc., Washington, DC, USA
Volume
44
Issue
5
fYear
1996
fDate
5/1/1996 12:00:00 AM
Firstpage
1268
Lastpage
1270
Abstract
Several authors have proposed fast methods for Toeplitz eigendecomposition based on fast Yule-Walker solvers. The most efficient of these fast methods are numerically unstable. This work presents an efficient test to detect errors resulting from instability and ensure the accuracy of eigenvalues and eigenvectors computed using fast methods
Keywords
Hermitian matrices; Toeplitz matrices; array signal processing; eigenvalues and eigenfunctions; error analysis; error detection; estimation theory; Hermitian matrices; Toeplitz eigendecomposition; array-bearing estimation; eigenvalues; eigenvectors; error detection; fast Toeplitz eigensolvers; fast Yule-Walker solvers; instability; spectral estimation; Covariance matrix; Eigenvalues and eigenfunctions; Equations; Integrated circuit noise; Power engineering computing; Signal processing; Signal processing algorithms; Testing;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.502339
Filename
502339
Link To Document