Title :
A new multichannel split Levinson algorithm for block Hermitian-Toeplitz matrices
Author :
Yagle, Andrew E.
Author_Institution :
Dept. of Electr. Eng. & Comput. Sci., Michigan Univ., Ann Arbor, MI, USA
fDate :
6/1/1989 12:00:00 AM
Abstract :
A review is presented of the vector Levinson and multichannel split algorithms for block Hermitian-Toeplitz matrices. The author then introduces a new multichannel split algorithm for block Hermitian-Toeplitz matrices. The algorithm does not save any multiplications, but it does require only one matrix inversion per recursion, whereas the vector Levinson and previous multichannel split algorithm both require two matrix inversions per recursion
Keywords :
filtering and prediction theory; matrix algebra; signal processing; block Hermitian-Toeplitz matrices; matrix inversion; multichannel split Levinson algorithm; prediction theory; signal processing; vector Levinson algorithm; Capacitance; DC-DC power converters; Diodes; Equations; Frequency conversion; Power amplifiers; RLC circuits; Rectifiers; Resonance; Voltage measurement;
Journal_Title :
Circuits and Systems, IEEE Transactions on