Bounds on the size of nonnegative definite circulant embeddings of positive definite Toeplitz matrices

DOI10.1109/18.335952zbMath0811.65036OpenAlexW1978134494MaRDI QIDQ4324186

C. R. Dietrich, G. N. Newsam

Publication date: 1 March 1995

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

Full work available at URL: https://doi.org/10.1109/18.335952

zbMATH Keywords

circulant matrixmaximum likelihood estimatestatistical simulationsToeplitz covariance matrixpositive definite Toeplitz matrixcirculant embeddingsentropy maximization algorithm

Mathematics Subject Classification ID

Hermitian, skew-Hermitian, and related matrices (15B57) Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99)

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