DocumentCode
488458
Title
Numerical Stabilization of the Banded Levinson Algorithm
Author
Gavel, Donald T.
Author_Institution
University of California, Lawrence Livermore National Laboratory, P.O. Box 808, Livermore, CA 94550.
fYear
1990
fDate
23-25 May 1990
Firstpage
2071
Lastpage
2072
Abstract
This paper presents a numerically stable algorithm for solving banded Toeplitz systems of n linear equations. The algorithm is "fast" in that it requires only O(nq) operations, where q is the bandwidth of the matrix. An earlier version of the banded Toeplitz algorithm presented in the literature suffers from numerical instability.
Keywords
Bandwidth; Equations; Laboratories; Linear systems; Numerical stability; Process control; Random number generation; Reflection; Signal processing algorithms; Symmetric matrices;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1990
Conference_Location
San Diego, CA, USA
Type
conf
Filename
4791094
Link To Document