An inverse problem for Toeplitz matrices

DOI10.1016/0024-3795(84)90159-9MaRDI QIDQ799760zbMATH OpenOpenAlexFDO

Authors Bradley W. Dickinson

Publication date 1984

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(84)90159-9

zbMATH Keywords

central mass sequenceCholesky factorizationdesign of discrete transmission linesinverse problemLevinson-Durbin algorithmpositive definite symmetric Toeplitz matrix

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Hermitian, skew-Hermitian, and related matrices (15B57)

Review text

Let \(T_ m\) be an \(m\times m\) positive definite symmetric Toeplitz matrix, and let \(T_ n\) be the \(n\times n\) matrix consisting of the first n rows and columns of \(T_ m(1\leq n\leq m)\). The central mass sequence of \(T_ m\) is \(\{\rho_ 1,...,\rho_ m\}\) defined by \(\rho_ n=\sup\{\rho:T_ n-\rho\Pi_ n\) is positive definit\(e\}\) where \(\Pi_ n\) is the \(n\times n\) matrix consisting of all 1's. The problem referred to in the title is the problem of computing \(T_ m\) from a knowledge of its central mass sequence, and it has applications in the design of discrete transmission lines. This problem was solved by \textit{R. E. Caflisch} [ibid. 38, 207-225 (1981; Zbl 0468.35080)]. In the present paper the author gives a simpler solution based on a Cholesky factorization of the inverse of \(T_ m\) (referred to by the author as the Levinson-Durbin algorithm).

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Cites work

• A view of three decades of linear filtering theory
• An inverse problem for Toeplitz matrices and the synthesis of discrete transmission lines
• Inverses of Toeplitz Operators, Innovations, and Orthogonal Polynomials
• On a generalized Szegö- Levinson realization algorithm for optimal linear predictors based on a network synthesis approach
• The Fitting of Time-Series Models
• The Numerical Stability of the Levinson-Durbin Algorithm for Toeplitz Systems of Equations

Cited in

(12)

• The conjugate-normal Toeplitz problem
• Some matrix factorization identities for discrete inverse scattering
• On some properties of positive definite Toeplitz matrices and their possible applications
• Inverse problems for Hankel and Toeplitz matrices
• On reduced polynomial-based split algorithms
• Inverses of \(k\)-Toeplitz matrices with applications to resonator arrays with multiple receivers
• Approximating inverses of Toeplitz matrices by circulant matrices
• The Inverse Problem for the Vocal Tract and the Moment Problem
• Inversion of Toeplitz matrices and determination of pulse responses of discrete electric transmission lines without loss
• scientific article; zbMATH DE number 4051496 (Why is no real title available?)
• scientific article; zbMATH DE number 125607 (Why is no real title available?)
• Fast channel estimation in wireless communication using alternating sign sequences and their nonsingular Toeplitz matrices with simple inverses

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