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Efficient Solution of a Toeplitz-Plus-Hankel Coefficient Matrix System of Equations

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Title: Efficient Solution of a Toeplitz-Plus-Hankel Coefficient Matrix System of Equations
Author: Merchant, G.A.; Parks, T.W.
Type: Tech Report
Keywords: signal processing; linear equations; Levinson recursion; coefficient matrix
Citation: G. Merchant and T. Parks, "Efficient Solution of a Toeplitz-Plus-Hankel Coefficient Matrix System of Equations," Rice University ECE Technical Report, no. 8003, 1980.
Abstract: Frequently in signal processing one is faced with situations where a large system of linear equations, with a Toeplitz or a Hankel coefficient matrix, needs to be solved. One efficient way of solving these kinds of equations is by Levinson recursion. The Levinson recursion does not require explicit storage of the Toeplitz (or Hankel) coefficient matrix and the number of multiplies required is proportional to the square of the number of unknowns.
Date Published: 1980-05-01

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  • ECE Publications [1043 items]
    Publications by Rice University Electrical and Computer Engineering faculty and graduate students
  • DSP Publications [508 items]
    Publications by Rice Faculty and graduate students in digital signal processing.