Asymptotic estimates of the norms of positive definite Toeplitz matrices and detection of quasi-periodic components of stationary random signals

arXivmath/0506091MaRDI QIDQ6475591FDOQ6475591

Authors: Vadym M. Adamyan, Jose L. Iserte, Igor M. Tkachenko 

Publication date: 6 June 2005

Abstract: Asymptotic forms of the Hilbert-Scmidt and Hilbert norms of positive definite Toeplitz matrices $Q_N=(b(j-k){)}_{j,k=0}^{N-1}$ as $Noinfty$ are determined. Here $b(j)$ are consequent trigonometric moments of a generating non-negative mesure $dsigma(heta)$ on $[-pi,pi]$. It is proven that $sigma(heta)$ is continuous if and only if any of those contributions is $o(N)$. Analogous criteria are given for positive integral operators with difference kernels. Obtained results are applied to processing of stationary random signals, in particular, neutron signals emitted by boiling water nuclear reactors.

Mathematics Subject Classification ID

Biomedical imaging and signal processing (92C55) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Nuclear reactor theory; neutron transport (82D75)

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