Automatica, Vol.35, No.10, 1653-1661, 1999
On the asymptotic eigenvalue distribution of block-Toeplitz matrices related to the generalized orthonormal basis functions model
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-known theorem of Szego, which addresses only the case of Hermitian Toeplitz matrices.
Keywords:SYSTEM-IDENTIFICATION