The Factorization and Representation of Operators in the Algebra Generated by Toeplitz Operators
- 1 December 1979
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Applied Mathematics
- Vol. 37 (3) , 467-484
- https://doi.org/10.1137/0137037
Abstract
In this paper, we study the factorization and the representation of Fredholm operators belonging to the algebra $\mathcal{R}$ generated by inversion and composition of Toeplitz integral operators. The operators in $\mathcal{R}$ have the interesting property of being close to Toeplitz (in a sense quantifiable by an integer-valued index $\alpha $) and, at the same time, of being dense in the space of arbitrary kernels. By using these properties, we derive a set of efficient algorithms (generalized fast-Cholesky and Levinson recursions) for the factorization and the inversion of arbitrary Fredholm operators. The computational burden of these algorithms depends on how close (as measured by the index $\alpha $) these operators are to being Toeplitz.We also obtain several important representation theorems for the decomposition of operators in $\mathcal{R}$ in terms of sums of products of lower times upper triangular Toeplitz operators. These results can be used to approximate operators corresponding to noncausa...
Keywords
This publication has 19 references indexed in Scilit:
- Orthogonal transformation (square-root) implementations of the generalized Chandrasekhar and generalized Levinson algorithmsPublished by Springer Nature ,2005
- Fast time-invariant implementations for linear least-squares smoothing filtersIEEE Transactions on Automatic Control, 1979
- On a generalized Szegö- Levinson realization algorithm for optimal linear predictors based on a network synthesis approachIEEE Transactions on Circuits and Systems, 1978
- Fast time-invariant implementations of Gaussian signal detectorsIEEE Transactions on Information Theory, 1978
- Fast algorithms for the integral equations of the inverse scattering problemIntegral Equations and Operator Theory, 1978
- Canonical matrix fraction and state-space descriptions for deterministic and stochastic linear systemsIEEE Transactions on Automatic Control, 1974
- Some new algorithms for recursive estimation in constant, linear, discrete-time systemsIEEE Transactions on Automatic Control, 1974
- A view of three decades of linear filtering theoryIEEE Transactions on Information Theory, 1974
- Algorithms for triangular decomposition of block Hankel and Toeplitz matrices with application to factoring positive matrix polynomialsMathematics of Computation, 1973
- Some relations among RKHS norms, Fredholm equations, and innovations representationsIEEE Transactions on Information Theory, 1972