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Toeplitz矩阵广义逆的递推算法
引用本文:常青 柳重堪. Toeplitz矩阵广义逆的递推算法[J]. 数据采集与处理, 1996, 11(1): 17-21
作者姓名:常青 柳重堪
作者单位:天津商学院数理系,北京航空航天大学应用数理系
摘    要:研究以奇异的Toeplitz矩阵RN为系数矩阵的线性方程组RNS=[r1,r2,…,rN+1]T的递推解法及RN+的递推算法。它既能自动识别方程组是相容方程组还是矛盾方程组,还能快速递推计算其最小范数解或最小范效最小二乘解,同时获得RN+。

关 键 词:矩阵;信号处理;广义Levinson算法;广义逆

Recursive Algorithms of Toeplitz Generalized inverse Matrix
Chang Qing. Recursive Algorithms of Toeplitz Generalized inverse Matrix[J]. Journal of Data Acquisition & Processing, 1996, 11(1): 17-21
Authors:Chang Qing
Abstract:ome recursive algorithms for solving Toeplitz equations and getting Toeplitz generalized inverse are studied. These recursive algorithms can not only automatically identify whether the system of equations is compatible or contradictory, but also quickly and recursively get the least norm solution or the least squares solution with the least norm. Meanwhile Toeplitz generalized inverse is obtained.
Keywords:matrices  signal processing  generalized Levinson algorithm  generalized inverse
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