The Hyperbolic Transformations in Signal Processing and Control,
Abstract
The difference X = A1+A1 - A2+A2 of two matrix outer products Al+Al and A2+A2 arises in regression problems, in signal processing in the context of bearing estimation, and other applications. It is of practical interest to consider two problems related to the matrix X. The first problem is to find the triangular decomposition of X, the second problem is to find the eigendecomposition of X. For numerical reasons it is desirable not to form explicitly the products A1+A1 and A2+A2. In this paper we describe how these two problems can be solved with the help of hyperbolic type transformations.
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 01, 1992
- Accession Number
- ADP006628
Entities
People
- Adam Bojanczyk
- Allan O. Steinhardt
Organizations
- Cornell University College of Engineering