DocumentCode
3042452
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
fYear
1981
fDate
16-18 Dec. 1981
Firstpage
1075
Lastpage
1076
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control including the Symposium on Adaptive Processes, 1981 20th IEEE Conference on
Conference_Location
San Diego, CA, USA
Type
conf
DOI
10.1109/CDC.1981.269382
Filename
4047107
Link To Document