Asymptotic generalized eigenvalue distribution of block multilevel Toeplitz matrices

IEEE Transactions on Signal Processing

Volumn 57, Issue 1, 2009, Pages 382-387

  Oudin, Marc ^a   Delmas, Jean Pierre ^b  

^a THALES   (France)

^b INSTITUT NATIONAL DES TÉLÉCOMMUNICATIONS   (France)

Author keywords

Asymptotic distribution; Block multilevel Toeplitz matrix; Generalized eigenvalues; Multidimensional second order vector valued stationary random process; Szeg 's theorem

Indexed keywords

ACOUSTIC INTENSITY; ASYMPTOTIC ANALYSIS; COVARIANCE MATRIX; DISTRIBUTION FUNCTIONS; EIGENVALUES AND EIGENFUNCTIONS; RANDOM PROCESSES; SIGNAL FILTERING AND PREDICTION; SIGNAL TO NOISE RATIO;

ASYMPTOTIC DISTRIBUTION; BLOCK MULTILEVEL TOEPLITZ MATRIX; EIGEN VALUES; EIGENVALUE DISTRIBUTIONS; EIGENVALUES (OF GRAPHS); ESTIMATION PROBLEMS; GENERALIZED EIGENVALUES; HERMITIAN; MULTIDIMENSIONAL SECOND-ORDER VECTOR VALUED STATIONARY RANDOM PROCESS; NOISE PROCESSING; NOISE RATIOS; PERFORMANCE CRITERION; RAYLEIGH QUOTIENTS; STATIONARY PROCESSES; TOEPLITZ; WIDE BANDS;

BLIND SOURCE SEPARATION;

EID: 58649124966     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2008.2006580     Document Type: Article

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