DocumentCode :
1559501
Title :
New analogs of split algorithms for arbitrary Toeplitz-plus-Hankel matrices
Author :
Yagle, Andrew E.
Author_Institution :
Dept. of Electr. Eng. & Comput. Sci., Michigan Univ., Ann Arbor, MI, USA
Volume :
39
Issue :
11
fYear :
1991
fDate :
11/1/1991 12:00:00 AM
Firstpage :
2457
Lastpage :
2463
Abstract :
Fast algorithms for solving arbitrary Toeplitz-plus-Hankel systems of equations are presented. The algorithms are analogs of the split Levinson and Schur algorithms, although the more general Toeplitz-plus-Hankel structure requires that the algorithms be based on a four-term recurrence. Relations with the previous split algorithms are considered. The algorithms require roughly half as many multiplications as previous fast algorithms for Toeplitz-plus-Hankel systems
Keywords :
filtering and prediction theory; matrix algebra; signal processing; Toeplitz-plus-Hankel matrices; fast algorithms; four-term recurrence; linear prediction; signal processing; split Levinson algorithm; split Schur algorithm; split algorithms; Filters; Heart; Integral equations; Kernel; Multidimensional systems; Random processes; Scattering; Signal processing algorithms; Symmetric matrices;
fLanguage :
English
Journal_Title :
Signal Processing, IEEE Transactions on
Publisher :
ieee
ISSN :
1053-587X
Type :
jour
DOI :
10.1109/78.98001
Filename :
98001
Link To Document :
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