For us to extract wavelet by least square method in short window can derive a symmetric matrix algorithm, which is different from the algorithm of commonly used Toeplitzmatrix.
在短时窗中应用最小平方法提取子波，可以导出一种对称矩阵算法。它不同于常用的托布里兹矩阵算法。
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Matrix Analysis: Toeplitz Matrices and Fast Algorithms.