Algorithms for Triangular Decomposition of Block Hankel and Toeplitz Matrices with Application to Factoring Positive Matrix Polynomials

DOI10.2307/2005257zbMath0252.65029OpenAlexW4241280266MaRDI QIDQ5666061

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Publication date: 1973

Full work available at URL: https://doi.org/10.2307/2005257

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Related Items (48)

Unnamed Item ⋮ Fast matrix factorizations via discrete transmission lines ⋮ Solution of Linear Equations with Rational Toeplitz Matrices ⋮ Fast algorithms for generalized displacement structures and lossless systems ⋮ A recursive algorithm for the incomplete partial fraction decomposition ⋮ Explicit and asymptotic formulas for \(LDM^ t\) factorization of banded Toeplitz matrices ⋮ Inversion and factorization of non-Hermitian quasi-Toeplitz matrices ⋮ LQG optimal and robust controller design for nonlinear stochastic systems: Multivariable case ⋮ Fast optimization of the exact likelihood of AR and ARMA processes ⋮ Band preconditioners for block-Toeplitz -- Toeplitz-block systems ⋮ On some properties of positive definite Toeplitz matrices and their possible applications ⋮ A new application of the extended Euclidean algorithm for matrix Padé approximants ⋮ LQG controller synthesis with noise spectral uncertainties and nonlinear time-varying perturbations ⋮ New inversion formulas for matrices classified in terms of their distance from Toeplitz matrices ⋮ Extension of the rissanen algorithm to the factorization of block-Hankel matrices for solving systems of linear equations ⋮ A stable parallel algorithm for block tridiagonal Toeplitz-block-Toeplitz linear systems ⋮ Characterizations of families of rectangular, finite impulse response, para-unitary systems ⋮ Computational methods of linear algebra ⋮ Periodic vector processes with an internal reciprocal dynamics ⋮ Identification of low rank vector processes ⋮ A multilevel parallel algorithm to solve symmetric Toeplitz linear systems ⋮ An observation on certain spectral properties of Toeplitz matrices ⋮ The Lanczos algorithm and Hankel matrix factorization ⋮ Exact maximum likelihood estimation of structured or unit root multivariate time series models ⋮ A fast method to block-diagonalize a Hankel matrix ⋮ Inversion components of block Hankel-like matrices ⋮ Efficient algorithms for the solution of block linear systems with Toeplitz entries ⋮ Computationally efficient generation of Gaussian conditional simulations over regular sample grids ⋮ Computing the block factorization of complex Hankel matrices ⋮ On Fredholm integral equations, Toeplitz equations and Kalman-Bucy filtering ⋮ Solution of linear equations with Hankel and Toeplitz matrices ⋮ Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes ⋮ Efficient implementation of wilson's algorithm for factorizing a self-reciprocal polynomial ⋮ Formally biorthogonal polynomials and a look-ahead Levinson algorithm for general Toeplitz systems ⋮ A recursive algorithm for matrix Padé approximants --- the divide-and- conquer approach ⋮ An LDU decomposition algorithm for a block Toeplitz matrix having a parallel and pipelined computing structure ⋮ Partial realization of random systems ⋮ Fast Toeplitz orthogonalization ⋮ On the Toeplitz embedding of an arbitrary matrix ⋮ Rational Carathéodory-Fejér approximation on a disk, a circle, and an interval ⋮ On the ill conditioning of locating transmission zeros in least squares ARMA filtering ⋮ A Lanczos-type method for multiple starting vectors ⋮ Displacement structure for Hankel, Vandermonde, and related (derived) matrices ⋮ The Schur algorithm and its applications ⋮ A unified derivation for fast estimation algorithms by the conjugate direction method ⋮ Robust LQG optimal controller design for multivariable discrete saturating systems with noise spectral uncertainties and nonlinear time- varying unmodeled dynamics ⋮ Robust LQG optimal controller synthesis against noise spectral uncertainties and nonlinear time-varying unmodeled dynamics ⋮ Efficient algorithm for matrix spectral factorization

Cites Work

• The factorization of operator valued functions
• The Triangular Decomposition of Hankel Matrices

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