论文信息 - On the mathematical foundations of the generalized Levinson algorithm

On the mathematical foundations of the generalized Levinson algorithm

The paper is concerned with the generalized Levinson algorithm based on the displacement rank concept. It turns out that this algorithm for inverting an arbitrary positive definite matrix can be approached from two different mathematical viewpoints : the theory of Σ-lossless transfer functions on the one hand and the matrix version of the standard Levinson algorithm applied to an appropriate block-Toeplitz embedding of the given matrix on the other hand.

P. Delsarte | Y. Genin | Y. Kamp

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