Title :
Efficient solution of the inverse Levinson problem in the multichannel case via the Lyapunov equation
Author :
Hadidi, M.T. ; Morf, M.
Author_Institution :
Stanford University, Stanford, CA
Abstract :
A new efficient method for solving the discrete Lyapunov equation when the system matrix is block companion is presented; hence for solving the equivalent inverse Levinson problem in the multichannel case (constructing ladder realizations for a given matrix autoregressive (AR) model). The condition for the existence of a unique solution is specified. In addition, nice generalizations of some results of the scalar case are obtained.
Keywords :
Computer aided software engineering; Covariance matrix; Equations; Information systems; Interleaved codes; Inverse problems; Predictive models; Radiofrequency interference; Reflection; Stability;
Conference_Titel :
Decision and Control including the Symposium on Adaptive Processes, 1981 20th IEEE Conference on
Conference_Location :
San Diego, CA, USA
DOI :
10.1109/CDC.1981.269382
