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On the Second-Order Statistics of the EVD of Sample Covariance Matrices—Application to the Detection of Noncircular Or/and NonGaussian Components

✍ Scribed by Delmas, Jean Pierre; Meurisse, Yann


Book ID
120667610
Publisher
IEEE
Year
2011
Tongue
English
Weight
374 KB
Volume
59
Category
Article
ISSN
1053-587X

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The second-order derivatives of matrices
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In this paper we derive the second-order derivatives of an orthogonal matrix of eigenvectors and of a matrix of eigenvalues of a real symmetric matrix. Obtained expressions depend on the first-order derivatives of these matrices, which were presented in Linear Algebra Appl. 264 (1997) 489. These res