Title :
A theorem on the asymptotic eigenvalue distribution of Toeplitz-block-Toeplitz matrices
Author_Institution :
Integrated Inf. Technol., Santa Clara, CA, USA
fDate :
7/1/1996 12:00:00 AM
Abstract :
We extend Szego´s eigenvalue distribution theorem to block Toeplitz matrices. A sequence of such matrices arises from the autocorrelation of a 2-D discrete random process. We show that the eigenvalues of the matrix sequence are asymptotically distributed like the samples of the random process´ 2-D power spectrum
Keywords :
Toeplitz matrices; correlation theory; eigenvalues and eigenfunctions; random processes; sequences; 2D discrete random process; Toeplitz-block-Toeplitz matrices; asymptotic eigenvalue distribution; autocorrelation; matrix sequence; power spectrum; Autocorrelation; Circuit theory; Eigenvalues and eigenfunctions; Frequency; Information theory; Multidimensional systems; Quantum mechanics; Radar applications; Radar theory; Random processes;
Journal_Title :
Signal Processing, IEEE Transactions on
