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
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