positive definite Toeplitz matrix (original) (raw)

2000

Abstract

Recent progress in signal processing and estimation has gener- ated considerable interest in the problem of computing the smallest eigenvalue of symmetric positive definite Toeplitz matrices. Several algorithms have been proposed in the literature. Many of them com- pute the smallest eigenvalue in an iterative fashion, relying on the Levinson-Durbin solution of sequences of Yule-Walker systems. Exploiting the properties of

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