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On sample eigenvalues in a generalized spiked population model

โœ Scribed by Zhidong Bai; Jianfeng Yao


Book ID
113726712
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
384 KB
Volume
106
Category
Article
ISSN
0047-259X

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โœ Yong-Xin Yuan; Hua Dai ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 514 KB

This paper is concerned with the problem of the best approximation for a given matrix pencil under a given spectral constraint and a submatrix pencil constraint. Such a problem arises in structural dynamic model updating. By using the Moore-Penrose generalized inverse and the singular value decompos