Computation of the condition number of a nonsingular symmetric Toeplitz matrix with the Levinson-Durbin algorithm

IEEE Transactions on Signal Processing

Volumn 54, Issue 6 I, 2006, Pages 2362-2364

  Benesty, Jacob ^a   Gänsler, Tomas ^b  

^a INRS EMT   (Canada)

^b Mh Acoustics   (United States)

Author keywords

Condition number; Levinson Durbin; Linear prediction; Toeplitz; Wiener Hopf

Indexed keywords

ALGORITHMS; LINEAR EQUATIONS; MATRIX ALGEBRA; PERTURBATION TECHNIQUES; SIGNAL FILTERING AND PREDICTION;

COVARIANCE MATRIX; LEVINSO-DURBIN ALGORITHM; NONSINGULAR SYMMETRIC TOEPLITZ MATRIX; OPTIMAL WIENER FILTERING;

SIGNAL PROCESSING;

EID: 33744506366     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2006.873494     Document Type: Article

References (9)

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