Error analysis of signal zeros: A projected companion matrix approach (Q1399925)

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Error analysis of signal zeros: A projected companion matrix approach
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    Error analysis of signal zeros: A projected companion matrix approach (English)
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    30 July 2003
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    Regarding the signal zeros as eigenvalues of a small \(n\times n\) matrix, obtained by a projection of the companion matrix, a new error bound for the signal zeros, concentrating on bounds that relate the signal zeros to a small eigenvalue problem, is obtained. The theoretical contribution of the paper is confirmed by the numerical simulation presented. Also we can see that the eigenvalues computed through the projected companion matrix approach are more accurate than the eigenvalues computed through the polynomial approach.
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    eigenvalue error analysis
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    companion matrix
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    time series
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    linear prediction
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    signal zeros
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