Moment Problems and Low Rank Toeplitz Approximations

George V. Cybenko · Birkhäuser Boston eBooks · 1982

Recent signal processing research suggests that a theory of moments for finite Toeplitz matrices and forms would help in understanding and solving certain model approximation problems. Such a theory is developed in this paper and it is shown how these moment parameterizations can make approximating by low rank Toeplitz matrices tractable. In the case of Toeplitz forms, this moment representation gives a simple solution to the extendibility problem for finite sections of a Toeplitz form. These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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