Skip to main content

A Theorem of I. Schur and Its Impact on Modern Signal Processing

  • Chapter
I. Schur Methods in Operator Theory and Signal Processing

Part of the book series: Operator Theory: Advances and Applications ((OT,volume 18))

Abstract

An algorithm of Schur for characterizing power series that are bounded in the unit circle is shown to have applications to a variety of problems in science and engineering. These include speech analysis and synthesis, inverse scattering, decoding of error-correcting codes, synthesis of digital filters, modeling of random signals, Padé approximation for linear systems, and zero location of polynomials.

This work was supported in part by the U. S. Army Research Office, under Contract DAAG29-83-K-0028, the Air Force Office of Scientific Research, Air Force Systems Command under Contract AF83-0228. It is based on notes prepared for one of the May 1984 Schur Memorial Lectures while the author held an Erna and Jacob Michael Visiting Chair in the Department of Theoretical Mathematics at the Weizmann Institute of Science, Rehovot, Israel.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 54.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 69.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Akhiezer, N.I.: The Classical Moment Problem, Hafner Publishing Co., New York, 1965 (Russian original, 1961).

    Google Scholar 

  2. Bareiss, E.H.: “Numerical solution of linear equations with Toeplitz and vector Toeplitz matrices,” Numer. Math., 13, (1969), 404–424.

    Article  Google Scholar 

  3. Baxter, G.: “Polynomials defined by a difference scheme,” J. Math. Anal. Appl., 2 (1961), 223–263.

    Article  Google Scholar 

  4. Brauer, A. and Rohrbach, H. (eds.): ISSAI SCHUR, Gesammelte Abhandlungen, Springer Verlag, Berlin, 1973.

    Google Scholar 

  5. Bruckstein, A.M. and Kailath T.: “Inverse scattering for discrete transmission-line models,” SIAM Review, (1986), to appear.

    Google Scholar 

  6. Brune, O.: “Synthesis of a finite two-terminal network whose driving point impedance is a prescribed function of frequency,” J. Math. Phys., 10 (1931), 191–236.

    Google Scholar 

  7. Caratheodory, C.: “Über den Variabilitätsbereich der Fourierschen Konstanten von positiven harmonischen Funktionen,” Rend. Di Palermo, 32 (1911), 193–217.

    Article  Google Scholar 

  8. Citron, T.K., Bruckstein, A.M. and Kailath, T: “An inverse scattering interpretation of the partial realization problem,” Proc. 23rd IEEE Conf. Dec. Contr., (1984), 1503–1506, Las Vegas, NV.

    Google Scholar 

  9. Citron, T.K., and Kailath, T.: “Euclid’s algorithm, scattering theory and a VLSI architecture for decoding Reed-Solomon codes,” (1985), submitted to the IEEE Trans. Inform. Thy.

    Google Scholar 

  10. Dewilde P., Vieira, A. and Kailath: “On a generalized Szegö-Levinson realization algorithm for optimal linear prediction based on a network synthesis approach,” IEEE Trans. Circuits & Systems, CAS-25 (1978), 663–675.

    Article  Google Scholar 

  11. Genin Y., Van Dooren, P., Kailath, T., Delosme, J-M. and Morf, M.: “On ∑-lossless transfer functions and related questions,” 50, (1983), 251–275.

    Google Scholar 

  12. Geronimus, Ya.L.: “Polynomials orthogonal on a circle and their applications,” Trans. Amer. Math. Series 1, 3 (1954), 1–78 (Russian original 1948).

    Google Scholar 

  13. Geronimus, Ya.L.: Orthogonal Polynomials, Consultants Bureau, New York, 1961 (Russian original, 1958).

    Google Scholar 

  14. Gohberg, I.C., and Semencul, A.A.: “On the inversion of finite Toeplitz matrices and their continuous analogs,” Mat. Issled., 2 (1972), 201–233, (in Russian).

    Google Scholar 

  15. Grenander, U, and Szegö, G.: Toeplitz Forms and Their Applications, University of California Press, Berkeley, CA, 1958.

    Google Scholar 

  16. Hirschman, I.: “Recent developments in the theory of finite Toeplitz operators,” in Advances in Probability, 1, ed. P. Ney, 103–167, M. Dekker, New York, 1971.

    Google Scholar 

  17. Kailath, T.: “Some new algorithms for recursive estimation in constant linear systems,” IEEE Trans. Inform. T.eory, IT-19 (1973), 750–760.

    Article  Google Scholar 

  18. Kailath, T.: “Some new results and insights in linear least-squares estimation theory,” Proc. First Joint IEEE-USSR Workshop on Inform. Thy., (1975), 97–104, Moscow, USSR. Reprinted as Appendix I of T. Kailath, Lectures on Wiener and Kaiman filtering, Springer-Verlag, 1981.

    Google Scholar 

  19. Kailath T.: “Linear estimation for stationary and near-stationary processes,” in Modern Signal Processing, T. Kailath (ed.), Springer Verlag, 1985.

    Google Scholar 

  20. Kailath, T., Bruckstein, A.M. and Morgan, D.: “Fast matrix factorization via discrete transmission lines,” Linear Algebra and Its Applications, to appear, 1986.

    Google Scholar 

  21. Kailath, T., Kung, S-Y. and Morf, M.: “Displacement ranks of matrices and linear equations,” J. Math. Anal. and Appl., 68 (1979), 395–407. See also Bull. Amer. Math. Soc., 1 (1979), 769–773.

    Article  Google Scholar 

  22. Kailath, T., Vieira, A. and Morf, M.: “Inverses of Toeplitz operators, innovations, and orthogonal polynomials,” SIAM Review, 20 (1978), 106–119.

    Article  Google Scholar 

  23. Kung, S.Y., and Hu, Y.H.: “A highly concurrent algorithm and pipelined architecture for solving Toeplitz systems,” IEEE Trans. Acoust. Speech and Signal Processing, ASSP-31 (1983), 66–76.

    Article  Google Scholar 

  24. Ledermann, W.: “Issai Schur and his school in Berlin,” Bull. London Math. Soc., 15 (1983), 97–106.

    Article  Google Scholar 

  25. Lev-Ari, H.: “Nonstationary lattice-filter modeling,” Ph.D. Dissertation, Dept. of Electrical Engineering, Stanford University, Stanford, CA, December 1983.

    Google Scholar 

  26. Lev-Ari, H. and Kailath, T.: (1984), “Lattice-filter parametrization and modeling of nonstationary processes,” IEEE Trans. Inform. T.y., IT-30 (1984), 2–16.

    Google Scholar 

  27. Lev-Ari, H. and Kailath, T.: “Triangular factorization of structured Hermitian matrices,” to appear in Integral Equations and Operator Theory, Special Issue Dedicated to I. Schur, 1986.

    Google Scholar 

  28. Levinson, N.: “The Wiener rms error criterion in filter design and prediction,” J. Math.Phys., 25 (1947), 261–278.

    Google Scholar 

  29. Markel, J.D. and Gray, A.H., Jr.: Linear Prediction of Speech, Springer-Verlag, New York, 1978.

    Google Scholar 

  30. Massey, J.L.: “Shift-register synthesis and BCH decoding,” IEEE Trans. Inform. Thy., IT-15 (1969), 122–127.

    Article  Google Scholar 

  31. Morf, M.: “Fast algorithms for multivariable systems,” Ph.D. Dissertation, Dept. of Electrical Engineering, Stanford University, Stanford, CA, 1974.

    Google Scholar 

  32. Rao, S.K. and Kailath, T.: “Orthogonal digital filters for VLSI implementation,” IEEE Trans. Circ. Syst., CAS-31 (1984), 933–945.

    Article  Google Scholar 

  33. Rao, S.K. and Kailath, T.: “VLSI arrays for digital signal processing: part I. A model identification approach to digital filter realization,” IEEE Trans. Circ. Syst., CAS-31 (1985), 1105–1117.

    Article  Google Scholar 

  34. Rissanen, J.: “Algorithms for triangular decomposition of block Hankel and Toeplitz matrices with application to factoring positive matrix polynomials,” Math. Comput., 27 (1973), 147–154.

    Article  Google Scholar 

  35. Le Roux, J. and Gueguen, C.: “A fixed point computation of partial correlation coefficients,” IEEE Trans. Acoust. Speech and Signal Processing, ASSP-25 (1977), 257–259.

    Article  Google Scholar 

  36. Schelin, C.W.: “Calculator function approximation,” Amer. Math. Monthly, 90 (1983), 317–324.

    Article  Google Scholar 

  37. Schur, I.: “Über Potenzreihen, die im Innern des Einheitskreises Beschrankt Sind,” Journal fur die Reine und Angewandte Mathematik, 147 (1917), 205–232, Berlin.

    Google Scholar 

  38. Schur, I. and Szegö, G.: “Über die Abschnitte Einer im Einheitskreise Beschränkten Potenzreihe,” Sitzungsker. Berl. Akad., (1925), 545–560.

    Google Scholar 

  39. Szegö, G.: Orthogonal Polynomials, Amer. Math. Soc., Providence, Rhode Island, 1939 (6th ed. (1975)).

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 1986 Springer Basel AG

About this chapter

Cite this chapter

Kailath, T. (1986). A Theorem of I. Schur and Its Impact on Modern Signal Processing. In: Gohberg, I. (eds) I. Schur Methods in Operator Theory and Signal Processing. Operator Theory: Advances and Applications, vol 18. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-5483-2_2

Download citation

  • DOI: https://doi.org/10.1007/978-3-0348-5483-2_2

  • Publisher Name: Birkhäuser, Basel

  • Print ISBN: 978-3-0348-5484-9

  • Online ISBN: 978-3-0348-5483-2

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics