{"title":"Approximate AR modeling: a Schur approach","authors":"D. Pal, T. Kailath","doi":"10.1109/SPECT.1990.205590","DOIUrl":null,"url":null,"abstract":"Based on a new Schur type algorithm for factorization and inversion of Toeplitz and quasi-Toeplitz matrices with arbitrary rank profile, a new approach towards approximate autoregressive modeling has been developed. This technique provides an alternative to the well known regularization scheme for covariance matrices with one or more nearly zero minors.<<ETX>>","PeriodicalId":117661,"journal":{"name":"Fifth ASSP Workshop on Spectrum Estimation and Modeling","volume":"583 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Fifth ASSP Workshop on Spectrum Estimation and Modeling","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/SPECT.1990.205590","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 1
Abstract
Based on a new Schur type algorithm for factorization and inversion of Toeplitz and quasi-Toeplitz matrices with arbitrary rank profile, a new approach towards approximate autoregressive modeling has been developed. This technique provides an alternative to the well known regularization scheme for covariance matrices with one or more nearly zero minors.<>