Title :
Quick solution of least square equations and inversion of block matrices of low displacement rank
Author_Institution :
IMAG-CNRS, Grenoble, France
fDate :
9/1/1991 12:00:00 AM
Abstract :
A general algorithm for the inversion of block matrices of low displacement rank is proposed. It is particularly adapted to the solution of the least squares linear prediction problem. Some explicit formulas for the inverses of such matrices and a characterization of them are also provided. The method is based on the representation of the shift difference of the considered matrix as the difference between two low-rank positive matrices
Keywords :
filtering and prediction theory; least squares approximations; matrix algebra; algorithm; block matrices; inversion; least square equations; least squares linear prediction problem; low displacement rank; quick solution; Displacement measurement; Equations; Least squares methods; Signal processing; Signal processing algorithms; Vectors;
Journal_Title :
Signal Processing, IEEE Transactions on
