DocumentCode
1094884
Title
A theorem on the asymptotic eigenvalue distribution of Toeplitz-block-Toeplitz matrices
Author
Voois, Panl A.
Author_Institution
Integrated Inf. Technol., Santa Clara, CA, USA
Volume
44
Issue
7
fYear
1996
fDate
7/1/1996 12:00:00 AM
Firstpage
1837
Lastpage
1841
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;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.510633
Filename
510633
Link To Document