Displacement structure and maximum entropy

نویسندگان

  • Tiberiu Constantinescu
  • Ali H. Sayed
  • Thomas Kailath
چکیده

The study of matrices with a displacement structure is mainly concerned with recursions for the so-called generator matrices. The recursion usually involves free parameters, which can be chosen in several ways so as to simplify the resulting algorithm. In this correspondence we present a choice for the parameters that is motivated by a maximumentropy formulation. This choice further motivates the introduction of the so-called generalized reflection coefficients which are, in general, different from the better known Schur coefficients.

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عنوان ژورنال:
  • IEEE Trans. Information Theory

دوره 43  شماره 

صفحات  -

تاریخ انتشار 1997