Immitance-Type Three-Term Schur and Levinson Recursions for Quasi-Toeplitz Complex Hermitian Matrices

DOI10.1137/0612036MaRDI QIDQ3977061zbMATH OpenOpenAlexFDO

Authors Yuval Bistritz, Hanoch Lev-Ari, T. Kailath

Publication date 25 June 1992

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

Full work available at URL https://doi.org/10.1137/0612036

zbMATH Keywords

balanced immittance type three-term recursioncomputational complexitydiscrete time linear system polynomialsLevinson algorithmoperations countquasi-Toeplitz complex Hermitian matricesSchur algorithmsToeplitz matrices

Mathematics Subject Classification ID

Linear equations (linear algebraic aspects) (15A06) Direct numerical methods for linear systems and matrix inversion (65F05) Numerical computation of solutions to single equations (65H05) Complexity and performance of numerical algorithms (65Y20)

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Cited in

(8)

• State-space approach to factorization of lossless transfer functions and structured matrices
• Fast triangular factorization of the sum of quasi-Toeplitz and quasi- Hankel matrices
• On reduced polynomial-based split algorithms
• Immittance-type tabular stability test for 2-D LSI systems based on a zero location test for 1-D complex polynomials
• Split algorithms for Hermitian Toeplitz matrices with arbitrary rank profile
• Fraction-free unit circle stability tests
• Immittance-domain Levinson algorithms
• Immittance- versus scattering-domain fast algorithms for non-Hermitian Toeplitz and quasi-Toeplitz matrices

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