NEW ANALOGS OF SPLIT ALGORITHMS FOR ARBITRARY TOEPLITZ-PLUS-HANKEL MATRICES

被引：18

作者：

YAGLE, AE

机构：

[1] Department of Electrical Engineering and Computer Science, University of Michigan, Ann Arbor

来源：

IEEE TRANSACTIONS ON SIGNAL PROCESSING | 1991年 / 39卷 / 11期

关键词：

D O I：

10.1109/78.98001

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

New fast algorithms for solving arbitrary Toeplitz-plus-Hankel systems of equations are presented. The algorithms are analogs of the split Levinson and Schur algorithms, although the more general Toeplitz-plus-Hankel structure requires that the algorithms be based on a four-term recurrence; relations with previous split algorithms are noted. The algorithms require roughly half as many multiplications as previous fast algorithms for Toeplitz-plus-Hankel systems.

引用

页码：2457 / 2463

页数：7

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