Prediction, Orthogonal Polynomials and Toeplitz Matrices. A Fast and Reliable Approximation to the Durbin-Levinson Algorithm

Long Memory in Economics ◽

10.1007/3-540-34625-2_8 ◽

2006 ◽

pp. 239-261

Author(s):

Djalil Kateb ◽

Abdellatif Seghier ◽

Gilles Teyssière

Keyword(s):

Orthogonal Polynomials ◽

Toeplitz Matrices ◽

Levinson Algorithm

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Prediction, Orthogonal Polynomials and Toeplitz Matrices. A Fast and Reliable Approximation to the Durbin-Levinson Algorithm

Long Memory in Economics ◽

10.1007/978-3-540-34625-8_8 ◽

2006 ◽

pp. 239-261

Author(s):

Djalil Kateb ◽

Abdellatif Seghier ◽

Gilles Teyssière

Keyword(s):

Orthogonal Polynomials ◽

Toeplitz Matrices ◽

Levinson Algorithm

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A new multichannel split Levinson algorithm for block Hermitian-Toeplitz matrices

IEEE Transactions on Circuits and Systems ◽

10.1109/31.90423 ◽

1989 ◽

Vol 36 (6) ◽

pp. 928-931 ◽

Author(s):

A.E. Yagle

Keyword(s):

Toeplitz Matrices ◽

Levinson Algorithm

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Hermitian Block Toeplitz Matrices, Orthogonal Polynomials, Reproducing Kernel Pontryagin Spaces, Interpolation and Extension

Orthogonal Matrix-valued Polynomials and Applications - Operator Theory: Advances and Applications ◽

10.1007/978-3-0348-5472-6_5 ◽

1988 ◽

pp. 79-135 ◽

Author(s):

Harry Dym

Keyword(s):

Orthogonal Polynomials ◽

Reproducing Kernel ◽

Toeplitz Matrices ◽

Block Toeplitz Matrices ◽

Pontryagin Spaces

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A generalization of the Levinson algorithm for Hermitian Toeplitz matrices with any rank profile

IEEE Transactions on Acoustics Speech and Signal Processing ◽

10.1109/tassp.1985.1164645 ◽

1985 ◽

Vol 33 (4) ◽

pp. 964-971 ◽

Author(s):

P. Delsarte ◽

Y. Genin ◽

Y. Kamp

Keyword(s):

Toeplitz Matrices ◽

Levinson Algorithm

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A New Inertia Theorem for Stein Equations, Inertia of Invertible Hermitian Block Toeplitz Matrices and Matrix Orthogonal Polynomials

Integral Equations and Operator Theory ◽

10.1007/s00020-003-1166-7 ◽

2003 ◽

Vol 47 (3) ◽

pp. 339-360 ◽

Author(s):

Leonid Lerer ◽

Andr� C. M. Ran

Keyword(s):

Orthogonal Polynomials ◽

Toeplitz Matrices ◽

Matrix Orthogonal Polynomials ◽

Block Toeplitz Matrices

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Orthogonal polynomials with respect to a class of Fisher-Hartwig symbols and inverse of Toeplitz matrices

Bollettino dell Unione Matematica Italiana ◽

10.1007/s40574-016-0071-3 ◽

2016 ◽

Vol 10 (2) ◽

pp. 159-178

Author(s):

Philippe Rambour

Keyword(s):

Orthogonal Polynomials ◽

Toeplitz Matrices

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On five-diagonal Toeplitz matrices and orthogonal polynomials on the unit circle

Numerical Algorithms ◽

10.1007/bf02198300 ◽

1995 ◽

Vol 10 (1) ◽

pp. 137-153 ◽

Author(s):

J. M. Montaner ◽

M. Alfaro

Keyword(s):

Orthogonal Polynomials ◽

Unit Circle ◽

Toeplitz Matrices

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Eigenvalues of Toeplitz matrices associated with orthogonal polynomials

Journal of Approximation Theory ◽

10.1016/0021-9045(87)90044-x ◽

1987 ◽

Vol 51 (4) ◽

pp. 360-371 ◽

Author(s):

Walter Van Assche

Keyword(s):

Orthogonal Polynomials ◽

Toeplitz Matrices

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Extreme Eigenvalues of Toeplitz Matrices Associated with Certain Orthogonal Polynomials

SIAM Journal on Mathematical Analysis ◽

10.1137/0502047 ◽

1971 ◽

Vol 2 (3) ◽

pp. 470-482 ◽

Author(s):

John V. Baxley

Keyword(s):

Orthogonal Polynomials ◽

Toeplitz Matrices ◽

Extreme Eigenvalues

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Levinson algorithm over integers for strongly regular Hermitian toeplitz matrices

2008 IEEE International Conference on Acoustics, Speech and Signal Processing ◽

10.1109/icassp.2008.4518426 ◽

2008 ◽

Author(s):

Yaron Segalov ◽

Yuval Bistritz

Keyword(s):

Toeplitz Matrices ◽

Strongly Regular ◽

Levinson Algorithm

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