Toeplitz and Circulant Matrices: A Review

By Gray, Robert M.

Book Id: WPLBN0000659875
Format Type: PDF eBook:
File Size: 0.3 MB
Reproduction Date: 2005

Title:	Toeplitz and Circulant Matrices: A Review
Author:	Gray, Robert M.
Volume:
Language:	English
Subject:	Science., Mathematics, Logic
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Citation APA MLA Chicago M. Gra, B. R. (n.d.). Toeplitz and Circulant Matrices: A Review. Retrieved from http://gutenberg.us/

Description
Mathematics document containing theorems and formulas.

Excerpt
Excerpt: A toeplitz matrix is an n?n matrix Tn = tk,j where tk,j = tk?j , i.e., a matrix of the form...

Table of Contents
Contents 1 Introduction 3 2 The Asymptotic Behavior of Matrices 5 3 Circulant Matrices 15 4 Toeplitz Matrices 19 4.1 Finite Order Toeplitz Matrices . . . . . . . . . . . . . . . . . . 23 4.2 Toeplitz Matrices . . . . . . . . . . . . . . . . . . . . . . . . . 28 4.3 Toeplitz Determinants . . . . . . . . . . . . . . . . . . . . . . 45 5 Applications to Stochastic Time Series 47 5.1 Moving Average Sources . . . . . . . . . . . . . . . . . . . . . 48 5.2 Autoregressive Processes . . . . . . . . . . . . . . . . . . . . . 51 5.3 Factorization . . . . . . . . . . . . . . . . . . . . . . . . . . . 54 5.4 Differential Entropy Rate of Gaussian Processes . . . . . . . . 57 Bibliography 58