• DocumentCode
    1274912
  • Title

    A new proof of the minimum phase property of the unit delay prediction error operator-revisited

  • Author

    Ulrych, Tad J. ; Treitel, Sven

  • Author_Institution
    PPPG/UFBa, Salvador, Brazil
  • Volume
    39
  • Issue
    1
  • fYear
    1991
  • fDate
    1/1/1991 12:00:00 AM
  • Firstpage
    252
  • Lastpage
    254
  • Abstract
    It is shown, using the properties of the eigenvectors of doubly symmetric matrices, that the prediction error operator which is computed from normal equations of Toeplitz form is minimum phase. A requirement is that the Toeplitz matrix be positive definite. It is interesting to note that the special properties of the eigenvectors which correspond to the minimum and maximum eigenvalues, namely, that the zeros of these eigenvectors lie on the unit circle, are not required in the proof. A correct proof based on spectral decomposition is presented
  • Keywords
    eigenvalues and eigenfunctions; filtering and prediction theory; matrix algebra; Toeplitz matrix; doubly symmetric matrices; eigenvalues; eigenvectors; minimum phase property; prediction error operator; spectral decomposition; unit delay; Artificial intelligence; Astronomy; Delay; Eigenvalues and eigenfunctions; Equations; Geophysics; Matrix decomposition; Production; Symmetric matrices;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/78.80799
  • Filename
    80799