APPLICATION OF ALTERNATING CONVEX PROJECTION METHODS FOR COMPUTATION OF POSITIVE TOEPLITZ MATRICES

Authors
GRIGORIADIS KM FRAZHO AE SKELTON RE
Citation
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
Citations number
15
Categorie Soggetti
Acoustics
Journal title
IEEE transactions on signal processing → ACNP
ISSN journal
1053587X
Volume
42
Issue
7
Year of publication
1994
Pages
1873 - 1875
Database
ISI
SICI code
1053-587X(1994)42:7<1873:AOACPM>2.0.ZU;2-N
Abstract
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.