Finding the closest Toeplitz matrix
The constrained least-squares n × n-matrix problem where the feasibility set is the subspace of the Toeplitz matrices is analyzed. The general, the upper and lower triangular cases are solved by making use of the singular value decomposition. For the symmetric case, an algorithm based on the alterna...
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| Format: | article |
| Language: | eng |
| Published: |
2003
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| Online Access: | http://old.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022003000100001 |
| Country: | Brazil |
| Oai: | oai:scielo:S1807-03022003000100001 |