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The Schur algorithm and its applications

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Abstract

The Schur algorithm and its time-domain counterpart, the fast Cholseky recursions, are some efficient signal processing algorithms which are well adapted to the study of inverse scattering problems. These algorithms use a layer stripping approach to reconstruct a lossless scattering medium described by symmetric two-component wave equations which model the interaction of right and left propagating waves. In this paper, the Schur and fast Chokesky recursions are presented and are used to study several inverse problems such as the reconstruction of nonuniform lossless transmission lines, the inverse problem for a layered acoustic medium, and the linear least-squares estimation of stationary stochastic processes. The inverse scattering problem for asymmetric two-component wave equations corresponding to lossy media is also examined and solved by using two coupled sets of Schur recursions. This procedure is then applied to the inverse problem for lossy transmission lines.

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Authors and Affiliations

  1. Laboratory for Information and Decision Systems, MIT, 02139, Cambridge, MA, U.S.A.

    Andrew E. Yagle

  2. the Department of Electrical Engineering and Computer Science, MIT, 02139, Cambridge, MA, U.S.A.

    Bernard C. Levy

Authors
  1. Andrew E. Yagle
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  2. Bernard C. Levy
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Additional information

The work of this author was supported by the Exxon Education Foundation

The work of this author was supported by the Air Force Office of Scientific Research under Grant AFOSR-82-0135A.

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Yagle, A.E., Levy, B.C. The Schur algorithm and its applications. Acta Appl Math 3, 255–284 (1985). https://doi.org/10.1007/BF00047331

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  • DOI: https://doi.org/10.1007/BF00047331

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