The $N\times N$ trigonometric matrix $P(\omega)$ whose entries are $P(\omega)(i,j)=\frac{1}{2}(i + j - 2)\cos(i-j)\omega$ appears in connection with the design of finite impulse response (FIR) digital filters with real coefficients. We prove several results about its eigenvalues; in particular, assuming $N\geq 4$ we prove that $P(\omega)$ has one positive and one negative eigenvalue when $\frac{\omega}{\pi}$ is an integer, while it has two positive and two negative eigenvalues when $\frac{\omega}{\pi}$ is not an integer. We also show that for $\frac{\omega}{\pi}$ not being an integer and a sufficiently large $N$, the two positive eigenvalues converge to $\alpha_+N^2$ and the two negative eigenvalues to $\alpha_-N^2$, where $\alpha_\pm = (1\pm 2/\sqrt{3})/8$. Furthermore, an equivalent transformation diagonalizing $P(\omega)$ is described.

Eigenvalues and Equivalent Transformation of A Trigonometric Matrix Associated with Filter Design / Y. Liu, Z. Lin, G. Molteni, D. Zhang. - In: LINEAR ALGEBRA AND ITS APPLICATIONS. - ISSN 0024-3795. - 437:12(2012), pp. 2961-2972.

Eigenvalues and Equivalent Transformation of A Trigonometric Matrix Associated with Filter Design

G. Molteni;
2012

Abstract

The $N\times N$ trigonometric matrix $P(\omega)$ whose entries are $P(\omega)(i,j)=\frac{1}{2}(i + j - 2)\cos(i-j)\omega$ appears in connection with the design of finite impulse response (FIR) digital filters with real coefficients. We prove several results about its eigenvalues; in particular, assuming $N\geq 4$ we prove that $P(\omega)$ has one positive and one negative eigenvalue when $\frac{\omega}{\pi}$ is an integer, while it has two positive and two negative eigenvalues when $\frac{\omega}{\pi}$ is not an integer. We also show that for $\frac{\omega}{\pi}$ not being an integer and a sufficiently large $N$, the two positive eigenvalues converge to $\alpha_+N^2$ and the two negative eigenvalues to $\alpha_-N^2$, where $\alpha_\pm = (1\pm 2/\sqrt{3})/8$. Furthermore, an equivalent transformation diagonalizing $P(\omega)$ is described.
Eigenvalues; Equivalent transformation; Filter design; Trigonometric matrix
Settore MAT/05 - Analisi Matematica
LINEAR ALGEBRA AND ITS APPLICATIONS
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/2434/204381
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