Inverses of Toeplitz Operators, Innovations, and Orthogonal Polynomials

DOI10.1137/1020006zbMath0382.47013OpenAlexW2055547925MaRDI QIDQ4161736

A. Vieira, Martin Morf, Thomas Kailath

Publication date: 1978

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1020006

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Estimation and detection in stochastic control theory (93E10) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Direct numerical methods for linear systems and matrix inversion (65F05) Sequential estimation (62L12)

Related Items

Patterns and structure in systems governed by linear second-order differential equations, A new algorithm for solving Toeplitz systems of equations, Solving certain queueing problems modelled by Toeplitz matrices, The stability of inversion formulas for Toeplitz matrices, Inversion and factorization of non-Hermitian quasi-Toeplitz matrices, Notes on poles of autoregressive type model, I: Non-robust singular pole, Estimation of the memory parameter by fitting fractionally differenced autoregressive models, Stability analysis of a general Toeplitz system solver, Newton's iteration for inversion of Cauchy-like and other structured matrices, Parallel computation of polynomial GCD and some related parallel computations over abstract fields, On some properties of positive definite Toeplitz matrices and their possible applications, Toeplitz matrices with banded inverses, Toeplitz equations and Kronecker's algorithm, Iterative inversion of structured matrices, Stabilité numérique de l'algorithme de Levinson, New inversion formulas for matrices classified in terms of their distance from Toeplitz matrices, Orthogonal matrix polynomials and applications, Displacement ranks of a matrix, Inverting block Toeplitz matrices in block Hessenberg form by means of displacement operators: Application to queueing problems, A constructive proof of the Gohberg-Semencul formula, Classical foundations of algorithms for solving positive definite Toeplitz equations, A Proposal for Toeplitz Matrix Calculations, Displacement ranks of matrices and linear equations, Extensions of matrix valued functions with rational polynomial inverses, A method of matrix inverse triangular decomposition based on contiguous principal submatrices, Multiresolution Hilbert approach to multidimensional Gauss-Markov processes, Spectral measure of empirical autocovariance matrices of high-dimensional Gaussian stationary processes, Convolution-based linear discriminant analysis for functional data classification, A continuation method for solving symmetric Toeplitz systems, Asymptotically fast solution of Toeplitz and related systems of linear equations, Fast projection methods for minimal design problems in linear system theory, A new approach for determining the spectral data of multichannel harmonic signals in noise, Toeplitz matrices commuting with tridiagonal matrices, On an extension problem, generalized Fourier analysis, and an entropy formula, A note on a Toeplitz inversion formula, Biorthogonal polynomials and the bordering method for linear systems, On the parallel arithmetic complexity of the root-finding problem, Two Variable Orthogonal Polynomials and Fejér-Riesz Factorization, The inverse problem for orthogonal Krein matrix functions, Toeplitz matrices for LTI systems, an illustration of their application to Wiener filters and estimators, Parallel solution of Toeplitzlike linear systems, Recursive algorithms for unbalanced banded Toeplitz systems, A Gohberg-Semencul type formula for the inverse of conjugate-Toeplitz matrix and applications, An efficient algorithm for output-error model reduction†, Parametrization of Newton's iteration for computations with structured matrices and applications, Transmutation and linear stochastic estimation, Efficient parallel factorization and solution of structured and unstructured linear systems, An efficient solution for Cauchy-like systems of linear equations, Newton-like iteration based on a cubic polynomial for structured matrices, Stable and real-zero polynomials in two variables, Parallel output-sensitive algorithms for combinatorial and linear algebra problems, Krein's spectral theory and the Paley-Wiener expansion for fractional Brownian motion, A general Christoffel-Darboux type formula, Acoustic multiple scattering using recursive algorithms, ESTIMATION OF THE PREDICTION ERROR VARIANCE AND AN R²MEASURE BY AUTOREGRESSIVE MODEL FITTING, On Computations with Dense Structured Matrices, Formally biorthogonal polynomials and a look-ahead Levinson algorithm for general Toeplitz systems, Stable row recurrences for the Padé table and generically superfast lookahead solvers for non-Hermitian Toeplitz systems, Toeplitz minors and specializations of skew Schur polynomials, Generating polynomials for matrices with Toeplitz or conjugate-Toeplitz inverses, Notes on poles and convergence rate of autoregressive model, Recursive partial realization from the combined sequence of Markov parameters and moments, Fast and efficient parallel evaluation of the zeros of a polynomial having only real zeros, Maximum entropy and the moment problem, Numerical experience with a superfast real Toeplitz solver, On Sigma-lossless transfer functions and related questions, Eigenvectors of a Toeplitz Matrix: Discrete Version of the Prolate Spheroidal Wave Functions, On the Toeplitz embedding of an arbitrary matrix, An estimator of the inverse covariance matrix and its application to ML parameter estimation in dynamical systems, An inverse problem for Toeplitz matrices, Anti-Hadamard matrices, The Schur algorithm and its applications, A discrete theory of irregular sampling, Explicit Inversion Formulas for Toeplitz Band Matrices, Some matrix factorization identities for discrete inverse scattering, Schur expansion of random-matrix reproducing kernels