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

DOI10.1109/TIT.1986.1057178MaRDI QIDQ3709782zbMATH OpenFDO

Authors Yasuo Sugiyama

Publication date 1986

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

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)

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