On the Split Approach Based Algorithms for DSP Problems

This paper shows that the “split approach” produces new efficient algorithms to solve not only the Toeplitz linear prediction problem, as explained in a companion paper, but also a collection of other important DSP problems belonging to the Toeplitz environment. It emphasizes both the algorithmic procedures themselves, and their connections with standard mathematical subjects such as the theory of orthogonal polynomials and the theory of positive functions.