テプリッツ行列
x n − 2 x n − 1 x n ] {\displaystyle {\begin{aligned}{\boldsymbol {y}}&={\boldsymbol {h}}\ast {\boldsymbol {x}}\\&={\begin{bmatrix}h_{1}&0&\ldots &0&0\\h_{2}&h_{1}&\ldots &\vdots &\vdots \\h_{3}&h_{2}&\ldots &0&0\\\vdots &h_{3}&\ldots &h_{1}&0\\h_{m-1}&\vdots &\ldots &h_{2}&h_{1}\\h_{m}&h_{m-1}&\vdots &\vdots &h_{2}\\0&h_{m}&\ldots &h_{m-2}&\vdots \\0&0&\ldots &h_{m-1}&h_{m-2}\\\vdots &\vdots &\vdots &h_{m}&h_{m-1}\\0&0&0&\ldots &h_{m}\\\end{bmatrix}}{\begin{bmatrix}x_{1}\\x_{2}\\x_{3}\\\vdots \\x_{n}\\\end{bmatrix}}\\{\boldsymbol {y}}^{\intercal }&={\begin{bmatrix}h_{1}&h_{2}&h_{3}&\ldots &h_{m-1}&h_{m}\\\end{bmatrix}}{\begin{bmatrix}x_{1}&x_{2}&x_{3}&\ldots &x_{n}&0&0&0&\ldots &0\\0&x_{1}&x_{2}&x_{3}&\ldots &x_{n}&0&0&\ldots &0\\0&0&x_{1}&x_{2}&x_{3}&\ldots &x_{n}&0&\ldots &0\\\vdots &\vdots &\vdots &\vdots &\vdots &\ldots &\vdots &\vdots &\ldots &0\\0&\ldots &0&0&x_{1}&\ldots &x_{n-2}&x_{n-1}&x_{n}&\vdots \\0&\ldots &0&0&0&x_{1}&\ldots &x_{n-2}&x_{n-1}&x_{n}\\\end{bmatrix}}\end{aligned}}}
この手法は、自己相関、相互相関、移動平均などの計算にも拡張できる。