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Displacement structure and maximum entropy

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3 Author(s)
Constantinescu, T. ; Programs in Math. Sci., Texas Univ., Dallas, TX, USA ; Sayed, A.H. ; Kailath, T.

The study of matrices with a displacement structure is mainly concerned with recursions for the so-called generator matrices. The recursion usually involves free parameters, which can be chosen in several ways so as to simplify the resulting algorithm. In this correspondence we present a choice for the parameters that is motivated by a maximum-entropy formulation, This choice further motivates the introduction of the so-called generalized reflection coefficients which are, in general, different from the better known Schur coefficients

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Information Theory, IEEE Transactions on  (Volume:43 ,  Issue: 3 )