Extrema of Elementary Symmetric Polynomials of the Eigenvalues of the Matrix P*KP+L,

Abstract

The report derives extrema of elementary symmetric polynomials of a matrix P*KP+L, where K and L may be considered normalized noise and signal covariance matrices, respectively. The matrix P is a right-orthonormal, rectangular matrix transformation that may be applied to a normalized sampled input signal. The polynomials are generalizations of specific error and information content criteria in analog communications and may serve as mixed criteria. (Author)

Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1971
Accession Number
AD0736173

Entities

People

  • S. Berkowitz

Tags

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Covariance
  • Data Science
  • Differential Equations
  • Eigenvalues
  • Equations
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Mathematics
  • Polynomials

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Linear Algebra