Solution to the Problem of Instability in Banded Toeplitz Solvers

IEEE Transactions on Signal Processing

Volumn 40, Issue 2, 1992, Pages 464-466

  Gavel, Donald T ^a  

^a LAWRENCE LIVERMORE NATIONAL LABORATORY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER METATHEORY - COMPUTATIONAL COMPLEXITY; MATHEMATICAL TECHNIQUES - ALGORITHMS;

COMPUTER ALGORITHMS; LINEAR EQUATIONS; TOEPLITZ SOLVERS;

SYSTEMS SCIENCE AND CYBERNETICS;

EID: 0026820348     PISSN: 1053587X     EISSN: 19410476     Source Type: Journal    
DOI: 10.1109/78.124961     Document Type: Article

References (8)

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2. W. F. Trench, “An algorithm for the inversion of finite Toeplitz matrices,” SIAM J. Math., vol. 12, 512–522, 1974.
3. S. Zohar, “The solution of a Toeplitz set of linear equations,” J. Ass. Comput. Mach., vol. 21, pp. 272–276, 1974.
4. W. F. Trench, “Inversion of Toeplitz band matrices,” Math. Comput. vol. 28, 1089–1095, 1974.
5. B. W. Dickinson, “Efficient solution of linear equations with banded Toeplitz matrices,” IEEE Trans. Acoust., Speech, and Signal Processing vol. 27, no. 4, 1979.
6. G. Cybenko, “The numerical stability of the Levinson-Durbin algorithm for Toeplitz systems of equations,” SIAM J. Sci. Stat. Comput., vol. 1, no. 3, pp. 303–319, 1980.
7. A. J. MacLeod, “Instability in the solution of banded Toeplitz systems,” IEEE Trans. Acoust., Speech, Signal Processing, vol. 37, no. 9. 1989.
8. D. T. Gavel, “Numerical stabilization of the banded Levinson algorithm,” in Proc. 1990 Amer. Contr. Conf. (San Diego, CA), May 1990. pp. 2071–2072.