1. IEEE Transactions on Signal Processing
- Author
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Porsani, Milton José and Ulrych, Tadeusz J.
- Subjects
Matrix decomposition ,Geophysics ,Equations ,Testing ,Wiener filter ,Error correction ,Reflectivity ,Q factor ,Polynomials ,Algorithms - Abstract
Texto completo: acesso restrito. p.63-70 Submitted by Suelen Reis (suelen_suzane@hotmail.com) on 2013-02-18T17:46:18Z No. of bitstreams: 1 PORSANI.pdf: 642161 bytes, checksum: 4a7adfb96b7bb551ef9a3d1ee690421d (MD5) Approved for entry into archive by Fatima Cleômenis Botelho Maria (botelho@ufba.br) on 2013-02-21T13:42:57Z (GMT) No. of bitstreams: 1 PORSANI.pdf: 642161 bytes, checksum: 4a7adfb96b7bb551ef9a3d1ee690421d (MD5) Made available in DSpace on 2013-02-21T13:42:57Z (GMT). No. of bitstreams: 1 PORSANI.pdf: 642161 bytes, checksum: 4a7adfb96b7bb551ef9a3d1ee690421d (MD5) Previous issue date: 1995 This paper presents Levinson (1947)-type algorithms for (i) polynomial fitting (ii) obtaining a Q decomposition of Vandermonde matrices and a Cholesky factorization of Hankel matrices (iii) obtaining the inverse of Hankel matrices. The algorithm for the least-squares solution of Hankel systems of equations requires 3n2+9n+3 multiply and divide operation (MDO). The algorithm for obtaining an orthogonal representation of an (m×n) Vandermonde matrix X and computing the Cholesky factors F of Hankel matrices requires 5mn+n2 +2n-3m MDO, and the algorithm for generating the inverse of Hankel matrices requires 3(n2+n-2)/2 MDO. Our algorithms have been tested by means of fitting of polynomials of various orders and Fortran versions of all subroutines are provided in the Appendix.
- Published
- 1995
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