Abstract
An alternate algorithm to solve Hankel matrix equations is proposed. This method is a combination of the FFT and the conjugate gradient method. The advantage of this approach is that it is computationally robust to highly ill-conditioned and even singular matrix equations. Preliminary results indicated that for very large complex Toeplitz matrix equations, the CPU time is proportional to N as the number of unknowns as increased, as opposed to N**2 for conventional methods.
Original language | English (US) |
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Title of host publication | ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings |
Publisher | IEEE Computer Society |
Pages | 1835-1838 |
Number of pages | 4 |
State | Published - 1987 |
ASJC Scopus subject areas
- Signal Processing
- Electrical and Electronic Engineering
- Acoustics and Ultrasonics