Title :
Schur algorithms for Hermitian Toeplitz, and Hankel matrices with singular leading principal submatrices
Author :
Zarowski, Christopher J.
Author_Institution :
Dept. of Electr. Eng., Queen´´s Univ., Kingston, Ont., Canada
fDate :
11/1/1991 12:00:00 AM
Abstract :
It is shown how a simple matrix algebra procedure can be used to induce Schur-type algorithms for the solution of certain Toeplitz and Hankel linear systems of equations when given Levinson-Durbin algorithms for such problems. The algorithm of P. Delsarte et al. (1985) for Hermitian Toeplitz matrices in the singular case is used to induce a Schur algorithm for such matrices. An algorithm due to G. Heinig and K. Rost (1984) for Hankel matrices in the singular case is used to induce a Schur algorithm for such matrices. The Berlekamp-Massey algorithm is viewed as a kind of Levinson-Durbin algorithm and so is used to induce a Schur algorithm for the minimal partial realization problem. The Schur algorithm for Hermitian Toeplitz matrices in the singular case is shown to be amenable to implementation on a linearly connected parallel processor array of the sort considered by Kung and Hu (1983), and in fact generalizes their result to the singular case
Keywords :
matrix algebra; signal processing; Berlekamp-Massey algorithm; Hankel matrices; Hermitian Toeplitz matrices; Levinson-Durbin algorithms; Schur algorithms; linearly connected parallel processor array; matrix algebra; minimal partial realization problem; signal processing; singular leading principal submatrices; Concurrent computing; Councils; Equations; Inverse problems; Linear systems; Matrices; Partitioning algorithms; Polynomials;
Journal_Title :
Signal Processing, IEEE Transactions on