• 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