The study of matrices with a displacement structure is mainly concerned with recursions for the so-called generator matrices. The recursion usually involves free parameters, which can be chosen in several ways so as to simplify the resulting algorithm. In this correspondence we present a choice for the parameters that is motivated by a maximum-entropy formulation, This choice further motivates the introduction of the so-called generalized reflection coefficients which are, in general, different from the better known Schur coefficients.
Michael Christoph Gastpar, Alper Köse, Ahmet Arda Atalik
Michael Christoph Gastpar, Alper Köse, Ahmet Arda Atalik