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

DOI10.1109/TIT.1986.1057178zbMATH Open0585.65022MaRDI QIDQ3709782FDOQ3709782

Authors: Yasuo Sugiyama 

Publication date: 1986

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

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zbMATH Keywords

identificationToeplitz matrixLevinson algorithmerror-correcting codesdigital signal processingEuclid's algorithmTrench algorithmBrent-Gustavson-Yun algorithmdiscrete-time Wiener-Hopf equation

Mathematics Subject Classification ID

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

Cited In (11)

• A note on solving nearly triangular Toeplitz systems
• A superfast algorithm for multi-dimensional Padé systems
• Stable row recurrences for the Padé table and generically superfast lookahead solvers for non-Hermitian Toeplitz systems
• Recursive partial realization from the combined sequence of Markov parameters and moments
• At the dawn of the theory of codes
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• Inversion components of block Hankel-like matrices
• Formally biorthogonal polynomials and a look-ahead Levinson algorithm for general Toeplitz systems
• A stabilized superfast solver for indefinite Hankel systems
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• Schur complements of Bézoutians and the inversion of block Hankel and block Toeplitz matrices

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