Show that the transformation In the Schur algorithm satisfy the special property V m JV t m

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Show that the transformation

Km


In the Schur algorithm satisfy the special property

VmJVt= (1 - |Km|2)J

Where

Thus Vm is called a J –rotation matrix. Its role is to rotate or hyperbolate the row of Gm to lie along the first coordinate direction (Kailath, 1985)

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Digital Signal Processing

ISBN: ?978-0133737622

3rd Edition

Authors: Jonh G. Proakis, Dimitris G.Manolakis

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