ENGLISH

Toeplitz and Circulant Matrices: A review (Foundations and Trends in Communications and Information The)

By Robert M. Gray

Book information

Publisher
Now Publishers Inc
Year
2006
ISBN
1933019239, 9781933019239
Open Library ID
OL8811991M
Language
english
Format
PDF
Filesize
455 kB (466426 bytes)
Pages
98\98
Time added
2011-06-04 13:46:07

Description

Toeplitz and Circulant Matrices: A review derives in a tutorial manner the fundamental theorems on the asymptotic behavior of eigenvalues, inverses, and products of banded Toeplitz matrices and Toeplitz matrices with absolutely summable elements. Mathematical elegance and generality are sacrificed for conceptual simplicity and insight in the hope of making these results available to engineers lacking either the background or endurance to attack the mathematical literature on the subject. By limiting the generality of the matrices considered, the essential ideas and results can be conveyed in a more intuitive manner without the mathematical machinery required for the most general cases. As an application the results are applied to the study of the covariance matrices and their factors of linear models of discrete time random processes. Toeplitz and Circulant Matrices: A review is written for students and practicing engineers in an accessible manner bringing this important topic to a wider audience.

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