Title :
Gohberg-Semencul type formulas via embedding of Lyapunov equations [signal processing]
Author_Institution :
AT&T Bell Lab., Holmdel, NJ, USA
fDate :
6/1/1993 12:00:00 AM
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;
Journal_Title :
Signal Processing, IEEE Transactions on