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
fDate :
7/1/1994 12:00:00 AM
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;
Journal_Title :
Signal Processing, IEEE Transactions on
