DocumentCode :
910816
Title :
Gohberg-Semencul type formulas via embedding of Lyapunov equations [signal processing]
Author :
Pal, Debajyoti
Author_Institution :
AT&T Bell Lab., Holmdel, NJ, USA
Volume :
41
Issue :
6
fYear :
1993
fDate :
6/1/1993 12:00:00 AM
Firstpage :
2208
Lastpage :
2215
Abstract :
The authors present a new way of deriving Gohberg-Semencul-type inversion formulas for Hermitian Toeplitz and quasi-Toeplitz matrices. The approach is based on a certain Σ-lossless embedding of Lyapunov equations. It has been shown that if a nonsingular matrix R has Toeplitz displacement inertia {p, q}, then R-1 does not have the same Toeplitz displacement inertia. However, a para-Hermitian conjugate of R-1 will have this property. It is also shown that the Gohberg-Semencul-type inversion formulas can be formed directly in terms of certain parameters of the embedding
Keywords :
Lyapunov methods; matrix algebra; signal processing; Σ-lossless embedding; Gohberg-Semencul type formulas; Hermitian Toeplitz matrices; Lyapunov equations; Toeplitz displacement inertia; inversion formulas; nonsingular matrix; para-Hermitian conjugate; quasi-Toeplitz matrices; signal processing; Contracts; Covariance matrix; Equations; Signal processing; Stochastic processes;
fLanguage :
English
Journal_Title :
Signal Processing, IEEE Transactions on
Publisher :
ieee
ISSN :
1053-587X
Type :
jour
DOI :
10.1109/78.218147
Filename :
218147
Link To Document :
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