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SVD and Signal Processing, III
book

SVD and Signal Processing, III

by M. Moonen, B. De Moor
March 1995
Intermediate to advanced content levelIntermediate to advanced
498 pages
23h 58m
English
Elsevier Science
Content preview from SVD and Signal Processing, III
204
K. Gallivan et al.
SinceM- Oand'~n aadTll areinvertible, wehave [T111Tla ] [ i X
= 0, which
yields,
AT.e = (~i~(~2. (32)
This establishes a new displacement identity where ~ and (~2 are obtained from (24-25).
3 BLOCK LOOK-AHEAD ALGORITHM
The above construction thus suggests the following algorithm for block Toeplitz matrices.
Algorithm 1 Block-Toeplitz
Construct generator
~(o), G(o)
Use Bunch Kaufman on To to obtain
To = U~EoUo
and define
0 -20 ' G(ol-" 0 EoU;-*T~ ... 2oUo*T~
Apply block Schur algorithm
i=l
while Gi-1 # void
Construct leading rows
[TIIIT~2 ]
from
E(i_x),
G(i-x)
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Publisher Resources

ISBN: 9780444821072