Toeplitz and Hankel matrix approximation using structured approach

Authors

Arnab K. Shaw, Wright State University
Srikanth Pokala, Wright State University
Ramdas Kumaresan, University of Rhode IslandFollow

Document Type

Conference Proceeding

Date of Original Version

1-1-1998

Abstract

Algorithms are presented for least-squares approximation of Toeplitz and Hankel matrices from noise corrupted or ill-composed matrices, which may not have correct structural or rank properties. Utilizing Caratheodery theorem on complex number representation to model the Toeplitz and Hankel matrices, it is shown that these matrices possess specific row and column structuResearch The inherent structures of the matrices are exploited to develop a computational algorithm for estimation of the matrices that are closest, in the Frobenius norm sense, to the given noisy or rank-excessive matrices. Simulation studies bear out the effectiveness of the proposed algorithms providing significantly better results than the state-space methods. © 1998 IEEE.

Publication Title, e.g., Journal

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volume

4

Citation/Publisher Attribution

Shaw, Arnab K., Srikanth Pokala, and Ramdas Kumaresan. "Toeplitz and Hankel matrix approximation using structured approach." ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings 4, (1998): 2349-2352. doi: 10.1109/ICASSP.1998.681621.