Numerical behaviour of Toeplitz solutions

Papaodysseus, C; Koukoutsis, E; Carayannis, G

dc.contributor.author	Papaodysseus, C	en
dc.contributor.author	Koukoutsis, E	en
dc.contributor.author	Carayannis, G	en
dc.date.accessioned	2014-03-01T02:40:55Z
dc.date.available	2014-03-01T02:40:55Z
dc.date.issued	1989	en
dc.identifier.issn	07367791	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/30277
dc.subject	Finite Impulse Response	en
dc.subject	Least Square	en
dc.subject	Positive Definite	en
dc.subject	Recursive Algorithm	en
dc.subject.other	Electric Filters, Digital--Theory	en
dc.subject.other	Mathematical Techniques--Algorithms	en
dc.subject.other	Levinson Algorithm	en
dc.subject.other	Linear Predictors	en
dc.subject.other	Order-Recursive Algorithms	en
dc.subject.other	Toeplitz Solutions	en
dc.subject.other	Signal Filtering and Prediction	en
dc.title	Numerical behaviour of Toeplitz solutions	en
heal.type	conferenceItem	en
heal.identifier.primary	10.1109/ICASSP.1989.266875	en
heal.identifier.secondary	http://dx.doi.org/10.1109/ICASSP.1989.266875	en
heal.publicationDate	1989	en
heal.abstract	The numerical behavior of the order-recursive algorithms for the solution of a number of typical Toeplitz systems is studied. Use is made of a novel methodology that gives a direct interpretation of the positive definiteness that leads to the explicit computation of the minimum absolute bounds of the 1-step and l-step-ahead linear predictors. Ill-conditioning is discussed, and an algorithmic scheme with improved numerical behavior is given for the l-step-ahead LP case. It is proved that the Levinson algorithm, when it is used for the solution of the least-squares finite-impulse-response filtering problem, manifests a fundamentally different numerical behavior than when it is used for the l-step-ahead problem.	en
heal.publisher	Publ by IEEE, Piscataway, NJ, United States	en
heal.journalName	ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings	en
dc.identifier.doi	10.1109/ICASSP.1989.266875	en
dc.identifier.volume	4	en
dc.identifier.spage	2097	en
dc.identifier.epage	2100	en