Linear matrix inequality representation of sets
β Scribed by J. William Helton; Victor Vinnikov
- Publisher
- John Wiley and Sons
- Year
- 2007
- Tongue
- English
- Weight
- 210 KB
- Volume
- 60
- Category
- Article
- ISSN
- 0010-3640
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
A set function is a function whose domain is the power set of a set, which is assumed to be finite in this paper. We treat a possibly nonadditive set function, i.e., Ε½ . Ε½ . a set function which does not satisfy necessarily additivity, A q B s Ε½ . AjB for A l B s Π», as an element of the linear space
Let 7 be an unknown covariance matrix. Perturbation (in)equalities are derived for various scale-invariant functionals of 7 such as correlations (including partial, multiple and canonical correlations) or angles between eigenspaces. These results show that a particular confidence set for 7 is canoni