Schur parametrization of symmetric matrices with any rank profile

Klaus Diepold, Rainer Pauli

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

In this presentation, the conceptual solution to the parametrization problem for symmetric indefinite matrices P is addressed. Beyond the fact that the symmetric matrix to be parametrized may have positive, negative and vanishing eigenvalues, it may as well comprise singular leading submatrices. For the parametrization, the Lossless Inverse Scattering framework is employed, which amounts to the mapping of a given symmetric mat rix P onto a lossless and cascaded model structure. This leads to a recursive algorithm for the identification of the model parameters, the so-called the Schur parameters, which turn out to form a set of vector-valued quantities to determine the individual lossless layers in the LIS-model.

Original languageEnglish
Title of host publicationICASSP 1992 - 1992 International Conference on Acoustics, Speech, and Signal Processing
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages269-272
Number of pages4
ISBN (Electronic)0780305329
DOIs
StatePublished - 1992
Event1992 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 1992 - San Francisco, United States
Duration: 23 Mar 199226 Mar 1992

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume5
ISSN (Print)1520-6149

Conference

Conference1992 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 1992
Country/TerritoryUnited States
CitySan Francisco
Period23/03/9226/03/92

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