Computation Of Minimum Eigenvalue Of Toeplitz Matrix By Levinson Algorithm

Yu-hen Hu; Sun-Yuan Kung

doi:10.1117/12.932510

30 July 1982 Computation Of Minimum Eigenvalue Of Toeplitz Matrix By Levinson Algorithm

Yu-hen Hu, Sun-Yuan Kung

Proceedings Volume 0298, Real-Time Signal Processing IV; (1982) https://doi.org/10.1117/12.932510
Event: 25th Annual Technical Symposium, 1981, San Diego, United States

Abstract

This paper considers the computation of the minimum eigenvalue of a symmetric Toeplitz matrix via the Levinson algorithm. By exploiting the relationship between the minimum eigen-value and the residues obtained in the Levinson algorithm, a fast iterative procedure is established to successively estimate the minimum eigenvalue. Although the computational complexity analysis is yet inconclusive, we have found that the approximation of the minimum eigenvalue has an important application in high resolution spectrum estimation problems. Based on simulation results for such an application, some improvements are observed in both the computing speed as well as accuracy of estimates.

Citation Download Citation

Yu-hen Hu and Sun-Yuan Kung "Computation Of Minimum Eigenvalue Of Toeplitz Matrix By Levinson Algorithm", Proc. SPIE 0298, Real-Time Signal Processing IV, (30 July 1982); https://doi.org/10.1117/12.932510

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