• DocumentCode
    1123605
  • Title

    Application of alternating convex projection methods for computation of positive Toeplitz matrices

  • Author

    Grigoriadis, Karolos M. ; Frazho, Arthur E. ; Skelton, Robert E.

  • Author_Institution
    Sch. of Aeronaut. & Astronaut., Purdue Univ., West Lafayette, IN, USA
  • Volume
    42
  • Issue
    7
  • fYear
    1994
  • fDate
    7/1/1994 12:00:00 AM
  • Firstpage
    1873
  • Lastpage
    1875
  • Abstract
    Uses alternating convex projection techniques to compute the closest positive definite Toeplitz matrix that satisfies certain inequality constraints to a specified symmetric matrix. Some applications to signal processing and control problems are discussed
  • Keywords
    control system synthesis; control systems; discrete time systems; matrix algebra; optimisation; signal processing; alternating convex projection methods; control problems; discrete time stationary random process; inequality constraints; positive Toeplitz matrices; signal processing; symmetric matrix; Autocorrelation; Constraint optimization; Control design; Control theory; Covariance matrix; Digital signal processing; Linear matrix inequalities; Process control; Signal processing; Symmetric matrices;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/78.298303
  • Filename
    298303
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1123605