Geodesic
Fast iterative methods for solving Toeplitz-plus-Hankel least squares problems
Electronic transactions on numerical analysis, Tome 2 (1994), pp. 154-170.

Voir la notice de l'article provenant de la source Electronic Library of Mathematics

Summary: In this paper, we consider the impulse responses of the linear-phase filter whose characteristics are determined on the basis of an observed time series, not on a prior specification.
Classification : 65F10, 65F15, 43E10
Keywords: least squares estimations, linear-phase filter, Toeplitz-plus-Hankel matrix, circulant matrix, preconditioned conjugate gradient method, fast Fourier transform 
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     author = {Ng, Michael K.},
     title = {Fast iterative methods for solving {Toeplitz-plus-Hankel} least squares problems},
     journal = {Electronic transactions on numerical analysis},
     pages = {154--170},
     publisher = {mathdoc},
     volume = {2},
     year = {1994},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/ETNA_1994__2__a3/}
}
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Ng, Michael K. Fast iterative methods for solving Toeplitz-plus-Hankel least squares problems. Electronic transactions on numerical analysis, Tome 2 (1994), pp. 154-170. http://geodesic.mathdoc.fr/item/ETNA_1994__2__a3/