Symmetric solutions and eigenvalue problems of Toeplitz systems

DOI10.1109/78.175752MaRDI QIDQ4034254zbMATH OpenOpenAlexFDO

Authors Dawei Huang

Publication date 16 May 1993

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/78.175752

zbMATH Keywords

convergencecovariance Toeplitz matrixeigenvalueseigenvectorsfiltersminimum eigenvalue-eigenvector problemPisarenco's methodpredictionrecursion algorithmsignal processingsymmetric Toeplitz matrix

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Inference from stochastic processes and prediction (62M20) Probabilistic methods, stochastic differential equations (65C99) Iterative numerical methods for linear systems (65F10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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