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Linear prediction based on the solution of an eigenvalue problem for the autocorrelation matrix

✍ Scribed by S. A. Mineev; O. A. Morozov; A. A. Plekhanov; E. A. Soldatov


Book ID
110618085
Publisher
Springer US
Year
2000
Tongue
English
Weight
549 KB
Volume
43
Category
Article
ISSN
0033-8443

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Solution of the matrix eigenvalue proble
✍ L. Kohaupt πŸ“‚ Article πŸ“… 2008 πŸ› Elsevier Science 🌐 English βš– 330 KB

The new idea is to study the stability behavior of the solution x = x(t) of the initial value problem αΊ‹ = Ax, t t 0 , x(t 0 ) = x 0 , with A ∈ C nΓ—n , in a weighted (semi-) norm β€’ R where R is taken as an appropriate solution of the matrix eigenvalue problem RA + A \* R = R, rather than as the solut