Toeplitz and Circulant Matrices: A review

Toeplitz and Circulant Matrices: A review In this tutorial report the fundamental theorems on the asymptotic behaviorof eigenvalues, inverses, and products of “finite section”T oeplitz matricesand Toeplitz matrices with absolutely summable elements are derived.Mathematical elegance and generality are sacrificed for conceptual simplicityand insight in the hopes of making these results available to engineerslacking either the background or endurance to attack the mathematical literatureon the subject. By limiting the generality of the matrices consideredthe essential ideas and results can be conveyed in a more intuitive mannerwithout the mathematical machinery required for the most general cases. Asan application the results are applied to the study of the covariance matricesand their factors of linear models of discrete time random processes.

Authors: Gray R.M.Pages: 62     Year: 2000

Tags: matrices gray review toeplitz circulant

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