Km. Grigoriadis et al., APPLICATION OF ALTERNATING CONVEX PROJECTION METHODS FOR COMPUTATION OF POSITIVE TOEPLITZ MATRICES, IEEE transactions on signal processing, 42(7), 1994, pp. 1873-1875
In this correspondence, we use alternating convex projection technique
s to compute the closest positive definite Toeplitz matrix that satisf
ies certain inequality constraints to a specified symmetric matrix. So
me applications to signal processing and control problems are discusse
d.