Fast and accurate Toeplitz matrix triangulation for linear prediction

The authors present a new O(mn) algorithm for triangularizing an m /spl times/ n Toeplitz matrix. The algorithm is based on the previously developed recursive algorithms that exploit the Toeplitz structure and compute each row of the triangular factor via updating and downdating steps. We monitor th...

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Vydané v:	IEEE Workshop on VLSI Signal Processing, 1993 s. 343 - 351
Hlavní autori:	Haesun Park, Elden, L.
Médium:	Konferenčný príspevok..
Jazyk:	English
Vydavateľské údaje:	IEEE 1993
Predmet:	Condition monitoring Equations Joining processes Least squares methods Matrix decomposition Partitioning algorithms Singular value decomposition Stability Vectors
ISBN:	9780780309968, 0780309960
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