On the eigenvalues of an infinite Jacobi matrix.

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Abstract

We study the eigenvalues sigma //k,K equals 1,2,. . . of an infinite Jacobi matrix as given. These eigenvalues can be used for evaluating the limit as n yields infinity of given integrals that occur in the analysis of certain frequency domain adaptive filtering algorithms where the step size used for a particular band depends on the relative power in that band.
Original languageEnglish
Pages (from-to)323-351
Number of pages15
JournalPhilips Journal of Research
Volume40
Issue number6
Publication statusPublished - 1985

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