• DocumentCode
    1103540
  • Title

    SVD representation of unitarily invariant matrices

  • Author

    Cadzow, James A.

  • Author_Institution
    Arizona State University, Tempe, AZ
  • Volume
    32
  • Issue
    3
  • fYear
    1984
  • fDate
    6/1/1984 12:00:00 AM
  • Firstpage
    512
  • Lastpage
    516
  • Abstract
    It often happens that a signal processing application will involve a matrix operator that is invariant under specific preunitary and postunitary matrix multiplications. This invariance feature may be exploited to establish algebraic invariance properties possessed by the singular vectors associated with that matrice´s SVD representation. This characterization can be of considerable theoretical as well as computational value. To illustrate the utility of this approach, the new class of bisymmetric matrices will be examined in detail. Interest in bisymmetric matrices arises from their frequent appearance in signal processing applications. For instance, it is shown that the forward-backward data matrix arising in linear prediction is bisymmetric. The more general class of exponential bisymmetric matrices, which includes among its members the discrete Fourier transform, is also briefly examined.
  • Keywords
    Covariance matrix; Discrete Fourier transforms; Filtering; Matrices; Matrix decomposition; Nonlinear filters; Signal processing; Singular value decomposition; Smoothing methods; Spectral analysis;
  • fLanguage
    English
  • Journal_Title
    Acoustics, Speech and Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0096-3518
  • Type

    jour

  • DOI
    10.1109/TASSP.1984.1164352
  • Filename
    1164352