DocumentCode
3007339
Title
Notes on eigenvalue distribution of Toeplitz matrices
Author
Hu, Yu Hen
Author_Institution
Dept. of Electr. & Comput. Eng., Wisconsin Univ., Madison, WI, USA
fYear
1988
fDate
11-14 Apr 1988
Firstpage
2480
Abstract
The author investigates the asymptotic eigenvalue distributions of degenerate Toeplitz matrices. A Toeplitz matrix is degenerate if its rank remains constant while its dimension increases. This type of Toeplitz matrix can arise as the covariance matrix of a degenerated harmonic process. He shows that asymptotically the individual eigenvalues of the degenerate Toeplitz matrix converge to the amplitude of corresponding harmonic components. This is a stronger result than previously developed
Keywords
eigenvalues and eigenfunctions; matrix algebra; signal processing; Toeplitz matrices; amplitude; asymptotic eigenvalue distributions; covariance matrix; degenerate matrix; degenerated harmonic process; harmonic components; signal processing; Covariance matrix; Eigenvalues and eigenfunctions; Matrix decomposition; Predictive models; Random processes; Signal processing; Signal processing algorithms; Signal resolution; Spectral analysis; Symmetric matrices;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, 1988. ICASSP-88., 1988 International Conference on
Conference_Location
New York, NY
ISSN
1520-6149
Type
conf
DOI
10.1109/ICASSP.1988.197146
Filename
197146
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