Classic two-step Durbin-type and Levinson-type algorithms for skew-symmetric Toeplitz matrices

Authors:

Iyad T. Abu-Jeib

Journal Name:

Can. Appl. Math. Q.

Volume:

12

Issue:

3

Pages From:

1

To:

17

Date:

Thursday, July 1, 2004

Keywords:

skew-symmetric Toeplitz matrix; Levinson algorithm; Durbin algorithm; skew-centrosymmetric

Abstract:

We present efficient classic two-step Durbin-type and Levinson-type algorithms for even order skew-symmetric Toeplitz matrices.

Attachments:

abu1_levinson.pdf