Eigenvalues of (↓2)H and convergence of the cascade algorithm
نویسنده
چکیده
This paper is about the eigenvalues and eigenvectors of (# 2)H. The ordinary FIR lter H is convolution with a vector h = (h(0); : : : ; h(N)), the impulse response. The operator (# 2) downsamples the output y = h x, keeping the even-numbered components y(2n). Where H is represented by a constant-diagonal matrix | this is a Toeplitz matrix with h(k) on its kth diagonal | the odd-numbered rows are removed in (# 2)H. The result is a double shift between rows, yielding a block Toeplitz matrix with 1 2 blocks. Iteration of the lter is governed by the eigenvalues. If the transfer function H(z) = P h(k)z ?k has a zero of order p at z = ?1, corresponding to ! = , then (# 2)H has p special eigenvalues 1 2 ; 1 4 : : : ; ? 1 2 p. We show how each additional \zero at " divides all eigenval-ues by 2 and creates a new eigenvector for = 1 2. This eigenvector solves the dilation equation (t) = 2 P h(k)(2t ?k) at the integers t = n. The left eigenvectors show how 1; t; : : :; t p?1 can be produced as combinations of (t ? k). The dilation equation is solved by the cascade algorithm, an innnite iteration of M = (#2)2H. Convergence in L 2 is governed by the eigenvalues of T = (# 2)2HH T , corresponding to the response 2H(z)H(z ?1). We nd a simple proof of the necessary and suucient condition for convergence.
منابع مشابه
Localization of Eigenvalues in Small Specified Regions of Complex Plane by State Feedback Matrix
This paper is concerned with the problem of designing discrete-time control systems with closed-loop eigenvalues in a prescribed region of stability. First, we obtain a state feedback matrix which assigns all the eigenvalues to zero, and then by elementary similarity operations we find a state feedback which assigns the eigenvalues inside a circle with center and radius. This new algorithm ca...
متن کاملComputing the Matrix Geometric Mean of Two HPD Matrices: A Stable Iterative Method
A new iteration scheme for computing the sign of a matrix which has no pure imaginary eigenvalues is presented. Then, by applying a well-known identity in matrix functions theory, an algorithm for computing the geometric mean of two Hermitian positive definite matrices is constructed. Moreover, another efficient algorithm for this purpose is derived free from the computation of principal matrix...
متن کاملThe Wavelet Transform-Domain LMS Adaptive Filter Algorithm with Variable Step-Size
The wavelet transform-domain least-mean square (WTDLMS) algorithm uses the self-orthogonalizing technique to improve the convergence performance of LMS. In WTDLMS algorithm, the trade-off between the steady-state error and the convergence rate is obtained by the fixed step-size. In this paper, the WTDLMS adaptive algorithm with variable step-size (VSS) is established. The step-size in each subf...
متن کاملSome new restart vectors for explicitly restarted Arnoldi method
The explicitly restarted Arnoldi method (ERAM) can be used to find some eigenvalues of large and sparse matrices. However, it has been shown that even this method may fail to converge. In this paper, we present two new methods to accelerate the convergence of ERAM algorithm. In these methods, we apply two strategies for the updated initial vector in each restart cycles. The implementation of th...
متن کاملNonstationary Matrix Cascade Algorithms
This paper gives results on weak and strong convergence in L 2 (IR s) r of the cascade sequence (k;n) generated by the nonstation-ary matrix cascade algorithm k;n = jMj P j h k+1 (j) k+1;n?1 (M ?j); where for each k = 1; 2; : : : ; h k is a nite sequence of r r matrices and M is an integer dilation matrix. The limit as n ! 1 of the cascade sequence is an r-vector of functions (k) that is a solu...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- IEEE Trans. Signal Processing
دوره 44 شماره
صفحات -
تاریخ انتشار 1996