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Matrix optimization result with DSP applications
Uppsala University.
Uppsala University.
Uppsala University.
1996 (English)In: DIGITAL SIGNAL PROCESSING, ISSN 1051-2004, Vol. 6, no 3, 195-201 p.Article in journal (Other scientific) Published
Abstract [en]

We derive the matrix that minimizes a quadratic criterion subject to linear equality constraints. Since we do not assume that the matrix of the quadratic form criterion is nonsingular, our optimization result is more general than those previously publishe

Place, publisher, year, edition, pages
ACADEMIC PRESS INC JNL-COMP SUBSCRIPTIONS , 1996. Vol. 6, no 3, 195-201 p.
Identifiers
URN: urn:nbn:se:uu:diva-27229OAI: oai:DiVA.org:uu-27229DiVA: diva2:55123
Note
Addresses: Stoica P, UPPSALA UNIV, DEPT TECHNOL, SYST & CONTROL GRP, POB 27, S-75103 UPPSALA, SWEDEN. UNIV FLORIDA, DEPT ELECT ENGN, GAINESVILLE, FL 32611.Available from: 2008-10-17 Created: 2008-10-17 Last updated: 2011-01-15

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