DocumentCode :
1155008
Title :
On the Elementwise Convergence of Continuous Functions of Hermitian Banded Toeplitz Matrices
Author :
Crespo, Pedro M. ; Gutiérrez-Gutiérrez, Jesús
Author_Institution :
Univ. of Navarra, San Sebastian
Volume :
53
Issue :
3
fYear :
2007
fDate :
3/1/2007 12:00:00 AM
Firstpage :
1168
Lastpage :
1176
Abstract :
Toeplitz matrices and functions of Toeplitz matrices (such as the inverse of a Toeplitz matrix, powers of a Toeplitz matrix or the exponential of a Toeplitz matrix) arise in many different theoretical and applied fields. They can be found in the mathematical modeling of problems where some kind of shift invariance occurs in terms of space or time. R. M. Gray\´s excellent tutorial monograph on Toeplitz and circulant matrices has been, and remains, the best elementary introduction to the Szegouml distribution theory on the asymptotic behavior of continuous functions of Toeplitz matrices. His asymptotic results, widely used in engineering due to the simplicity of its mathematical proofs, do not concern individual entries of these matrices but rather, they describe an "average" behavior. However, there are important applications where the asymptotic expressions of interest are directly related to the convergence of a single entry of a continuous function of a Toeplitz matrix. Using similar mathematical tools and to gain insight into the solutions of this sort of problems, the present correspondence derives new theoretical results regarding the convergence of these entries
Keywords :
Hermitian matrices; Toeplitz matrices; convergence of numerical methods; Hermitian banded Toeplitz matrices; Szego distribution theory; continuous function; elementwise convergence; mathematical modeling; Books; Convergence; Covariance matrix; Educational programs; Eigenvalues and eigenfunctions; H infinity control; Mathematical model; Mean square error methods; Signal processing; Stochastic processes; Circulant matrices; Szegö´s theorem; Toeplitz matrices; covariance matrices; elementwise convergence; functions of matrices; minimum mean square error (MMSE); stationary stochastic time series;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/TIT.2006.890697
Filename :
4106118
Link To Document :
بازگشت