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A QR-type algorithm for near-to-Toeplitz matrices

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1 Author(s)
C. J. Zarowski ; Dept. of Electr. Eng., Queen's Univ., Kingston, Ont., Canada

An alternative derivation is presented of a QR-type algorithm for near-to-Toeplitz matrices that arise in linear prediction, where the data matrix is arbitrarily windowed. The algorithm generalizes a result due to C.P. Rialan and L.L. Scharf (1988) and the derivation followed is believed to be more transparent than an equivalent result due to C.J. Demeure and L.L. Scharf (1987)

Published in:

Communications, Computers and Signal Processing, 1991., IEEE Pacific Rim Conference on

Date of Conference:

9-10 May 1991