Title :
Notes on eigenvalue distribution of Toeplitz matrices
Author_Institution :
Dept. of Electr. & Comput. Eng., Wisconsin Univ., Madison, WI, USA
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;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1988. ICASSP-88., 1988 International Conference on
Conference_Location :
New York, NY
DOI :
10.1109/ICASSP.1988.197146