Publication [4.9] of Tomás Oliveira e Silva
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Reference
Tomás Oliveira e Silva, "On the Asymptotic Eigenvalue Distribution of Block-Toeplitz Matrices Related to the Generalized Orthonormal Basis Functions Model," Automatica, vol. 35, no. 10, pp. 1653-1661, Oct. 1999.
Abstract
In this paper we study the asymptotic distribution of the eigenvalues of a family of Hermitian block-Toeplitz matrices, generated by the internal signals of the so-called Generalized Orthonormal Basis Functions models. Our results are a generalization of a well-know theorem of Szegö, which addresses only the case of Hermitian Toeplitz matrices.
BibTeX entry
@Article { Oliveira.e.Silva-1999-1-AEDBTM, author = {Oliveira e Silva, Tom{\'a}s}, title = {On the Asymptotic Eigenvalue Distribution of Block-{T}oeplitz Matrices Related to the Generalized Orthonormal Basis Functions Model}, journal = {Automatica}, year = {1999}, volume = {35}, number = {10}, pages = {1653--1661}, month = Oct }