By Topic

Fast algorithms for QR and Cholesky factors of Toeplitz operators

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Rialan, C.P. ; University of Colorado, Boulder, CO ; Scharf, L.L.

The Levinson recursions, the Cybenko recursions and the Le Roux-Gueguen recursions provide alternative ways of computing reflection coefficients for stationary time series. In this paper we show that when a Toeplitz correlation matrix is a product of two Toeplitz data matrices, as in the correlation method of linear prediction, then the Levinson recursions may be used to derive the Cybenko recursions, and the Cybenko recursions may be used to derive the Le Roux-Gueguen recursions. We explore the close relation between QR and Cholesky algorithms in the Toeplitz case and we compare their respective numerical properties when run in finite precision arithmetic.

Published in:

Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '87.  (Volume:12 )

Date of Conference:

Apr 1987