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Algebraic and spectral properties of general Toeplitz matrices

机译:一般Toeplitz矩阵的代数和谱性质

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We consider problems related to the generalization of the classical Fourier basis to a basis of rational functions with prescribed poles outside the unit disk. We give some generalizations about the convergence and estimation of the Fourier coefficients with respect to this generalized basis. We also consider a rational generalization of the classical Toeplitz matrices and consider the asymptotic distribution of their spectrum. These bases and general Toeplitz matrices were considered by Ninness et al. in the context of least-squares system estimation where the prescribed poles allow to incorporate a priori knowledge into the system dynamics of the model. [References: 16]
机译:我们考虑与经典傅立叶基础的推广有关的问题,即在单位圆盘外部具有指定极点的有理函数的基础上。关于这一广义基础,我们对傅立叶系数的收敛和估计给出了一些概括。我们还考虑了经典Toeplitz矩阵的合理推广,并考虑了其频谱的渐近分布。 Ninness等人考虑了这些基数和一般的Toeplitz矩阵。在最小二乘系统估计的上下文中,其中规定的极点允许将先验知识合并到模型的系统动力学中。 [参考:16]

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