Tridiagonal Approach to the Algebraic Environment of Toeplitz Matrices, Part I: Basic Results

DOI10.1137/0612018zbMath0728.65020OpenAlexW2052378309MaRDI QIDQ3352367

Y. Genin, Philippe Delsarte

Publication date: 1991

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0612018

zbMATH Keywords

three-term recurrence relationlinear prediction problemtridiagonal reductionsplit Levinson algorithmnonnegative- definite Hermitian Toeplitz matricessymmetric predictor polynomialsToeplitz algorithm

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Direct numerical methods for linear systems and matrix inversion (65F05) Prediction theory (aspects of stochastic processes) (60G25) Probabilistic methods, stochastic differential equations (65C99)

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