General solution of certain matrix equations arising in filter design applications

Abstract

In this work we present the explicit expression of all rectangular Toeplitz matrices B,C which verify the equation BBH +CCH = aI for some a > 0. This matrix equation arises in some signal processing problems. For instance, it appears when designing the even and odd components of paraunitary filters, which are widely used for signal compression and denoising purposes. We also point out the relationship between the above matrix equation and the polynomial B´ezout equation |B(z)|2 +|C(z)|2 = a > 0 for |z| = 1. By exploiting this fact, our results also yield a constructive method for the parameterization of all solutions B(z),C(z). The main advantage of our approach is that B are C are built without need of spectral factorization. Besides these theoretical advances, in order to illustrate the effectiveness of our approach, some examples of paraunitary filters design are finally given.