We apply Dykstra's alternating projection algorithm to the constrained least-squares matrix problem that arises naturally in statistics and mathematical economics. In particular, we are concerned with the problem of finding the closest symmetric positive definite bounded and patterned matrix, in the
β¦ LIBER β¦
Analysis of a linearly constrained least squares algorithm for adaptive beamforming
β Scribed by Franklin T. Luk; Sanzheng Qiao
- Publisher
- Elsevier Science
- Year
- 1993
- Tongue
- English
- Weight
- 455 KB
- Volume
- 16
- Category
- Article
- ISSN
- 0167-9260
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