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Proceedings Paper

Computation Of Minimum Eigenvalue Of Toeplitz Matrix By Levinson Algorithm
Author(s): Yu-hen Hu; Sun-Yuan Kung
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Paper 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.

Paper Details

Date Published: 30 July 1982
PDF: 8 pages
Proc. SPIE 0298, Real-Time Signal Processing IV, (30 July 1982); doi: 10.1117/12.932510
Show Author Affiliations
Yu-hen Hu, University of Southern California (United States)
Sun-Yuan Kung, University of Southern California (United States)

Published in SPIE Proceedings Vol. 0298:
Real-Time Signal Processing IV
Tien F. Tao, Editor(s)

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