Block Toeplitz matrix inversion using Levinson polynomials

Won Cheol Lee, Unnikrishna Pillai

Research output: Contribution to journalArticle

Abstract

This paper addresses the problem of inverting positive definite Hermitian block Toeplitz matrixes using the associated matrix Levinson polynomial coefficients. In this context, the problem is reviewed here from a spectral estimation viewpoint, and the inversion formula originally obtained Gohberg and Semencul are derived here in terms of the corresponding reflection coefficient matrices and the coefficients of the matrix Levinson polynomial(s).

Original languageEnglish (US)
JournalIEEE Transactions on Signal Processing
Volume41
Issue number11
StatePublished - Nov 1993

ASJC Scopus subject areas

  • Signal Processing
  • Electrical and Electronic Engineering

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