ON PARTIAL LOSSLESS INVERSE SCATTERING AND ALPHA-STATIONARY ESTIMATION.

D. Alpay, P. Dewilde, H. Dym

Research output: Contribution to journalConference articlepeer-review

Abstract

The partial lossless inverse scattering (PLIS) problem plays a fundamental role in the solution of alpha-stationary estimation problems, as exemplified in the construction of fast algorithms for the inversion of alpha-stationary covariance matrices. Some open problems connected with this theory are considered. Necessary and sufficient conditions are given for a Hermitian matrix to be positive (a covariance matrix) in terms of its alpha-stationary wave representation. Next, a generalization is given of the recursive construction of PLIS solutions, and it is shown that such recursive solutions converge.

Original languageEnglish
Pages (from-to)690-694
Number of pages5
JournalProceedings - IEEE International Symposium on Circuits and Systems
StatePublished - 1 Jan 1986
Externally publishedYes

ASJC Scopus subject areas

  • Electrical and Electronic Engineering

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