Efficient inversion of Toeplitz-block Toeplitz matrix
M. Wax, T. Kailath · IEEE Transactions on Acoustics Speech and Signal Processing · 1983
An iterative algorithm for the inversion of a Toeplitz-block Toeplitz matrix consisting of m × m blocks of size p × p is described. The algorithm presented exploits the structure of the Toeplitz-block Toeplitz matrix and outperforms Akaike's algorithm by a factor of\max {2(p/m), 2}. The use of this algorithm for an iterative solution of a Toeplitz-block Toeplitz set of linear equations is also presented.