文件名称：Toeplitz and Circulant Matrices: A review
文件大小：297KB
文件格式：PDF
更新时间：2012-05-27 14:01:17
Toeplitz Commnication
The fundamental theorems on the asymptotic behavior of eigenvalues, inverses, and products of \¯nite section" Toeplitz matrices and Toeplitz ma- trices with absolutely summable elements are derived in a tutorial manner. Mathematical elegance and generality are sacri¯ced for conceptual simplic- ity and insight in the hopes of making these results available to engineers lacking either the background or endurance to attack the mathematical lit- erature on the subject. By limiting the generality of the matrices considered the essential ideas and results can be conveyed in a more intuitive manner without the mathematical machinery required for the most general cases. As an application the results are applied to the study of the covariance matrices and their factors of linear models of discrete time random processes. Ac