An algorithm for solving discrete-time Wiener-Hopf equations based upon Euclid's algorithm

DOI10.1109/TIT.1986.1057178zbMath0585.65022MaRDI QIDQ3709782

Yasuo Sugiyama

Publication date: 1986

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

zbMATH Keywords

identificationLevinson algorithmToeplitz matrixdigital signal processingerror-correcting codesEuclid's algorithmTrench algorithmBrent-Gustavson-Yun algorithmdiscrete-time Wiener-Hopf equation

Mathematics Subject Classification ID

Linear codes (general theory) (94B05) Identification in stochastic control theory (93E12) Integral equations of the convolution type (Abel, Picard, Toeplitz and Wiener-Hopf type) (45E10) Direct numerical methods for linear systems and matrix inversion (65F05)

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