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.
|Number of pages||5|
|Journal||Proceedings - IEEE International Symposium on Circuits and Systems|
|State||Published - 1 Jan 1986|