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Title: Generalized Reflection Coefficients in Toeplitz-Block-Toeplitz Matrix Case and Fast Inverse 2D levinson Algorithm
Linear Algebra
Date: 4/4/2004
Keywords: Toeplitz – Block – Levinson – inversion – TBT
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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