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Title: |
Generalized Reflection Coefficients in Toeplitz-Block-Toeplitz Matrix Case and Fast Inverse 2D levinson Algorithm
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Linear Algebra
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Date: |
4/4/2004
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Keywords: |
Toeplitz – Block – Levinson – inversion – TBT
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Abstract: |
A factorization of the inverse of a Hermetian positive definite matrix based on a diagonal by diagonal recurrence formulae permits the inversion of Toeplitz Block Toeplitz matrices using minimized matrix-vector products. A 2D levinson algorithm is introduced that outperform Wittle, Wiggins and Robinson Algorithm.
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