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Proceedings Paper

Solving Toeplitz least-squares problems via discrete polynomial least-squares approximation at roots of unity
Author(s): Marc Van Barel; Georg Heinig; Peter Kravanja
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Paper Abstract

We present an algorithm for solving Toeplitz least squares problems. By embedding the Toeplitz matrix into a circulant block matrix and by applying the Discrete Fourier Transform, we are able to transform the linear least squares problem into a discrete least squares approximation problem for polynomial vectors. We have implemented our algorithm in Matlab. Numerical experiments indicate that our approach is numerically stable even for ill-conditioned problems.

Paper Details

Date Published: 13 November 2000
PDF: 6 pages
Proc. SPIE 4116, Advanced Signal Processing Algorithms, Architectures, and Implementations X, (13 November 2000); doi: 10.1117/12.406493
Show Author Affiliations
Marc Van Barel, Katholieke Univ. Leuven (Belgium)
Georg Heinig, Kuwait Univ. (Kuwait)
Peter Kravanja, Katholieke Univ. Leuven (Belgium)

Published in SPIE Proceedings Vol. 4116:
Advanced Signal Processing Algorithms, Architectures, and Implementations X
Franklin T. Luk, Editor(s)

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