
SVD AND SIGNAL PROCESSING, III
Algorithms, Architectures and Applications
M. Moonen and B. De Moor (Editors)
9 1995 Elsevier Science B.V. All rights reserved.
191
FAST ALGORITHMS FOR SIGNAL SUBSPACE FITTING WITH
TOEPLITZ MATRICES AND APPLICATIONS TO EXPONENTIAL
DATA MODELING
S. VAN HUFFEL, P. LEMMERLING, L. VANHAMME
Katholieke Universiteit Leuven
Kardinaal Mercierlaan 9~
3001 Leuven
Belgium
sabine, vanh u ff el @esat. kule u yen. ac. be
ABSTRACT. Fast methods are presented for solving the following key problem: "Given
an L x M Toeplitz matrix T of effective rank K << min{L,M}, find an estimate of ...