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Adaptive Filters
book

Adaptive Filters

by Ali H. Sayed
April 2008
Intermediate
832 pages
26h 2m
English
Wiley-IEEE Press
Content preview from Adaptive Filters

Problems and Computer Projects

PROBLEMS

Problem VIM (Rank of a matrix) Consider any N × M matrix H. Show that its row rank is equal to its column rank. That is, show that the number of independent columns is always equal to the number of independent rows (for any N and M), and hence, we can simply talk about the rank of a matrix.

Problem VII.2 (Frobenius norm of a matrix) Given an N × M matrix A of rank r, let c49_img01.jpgc49_img02.jpg denote its singular value decomposition (cf. Sec. B.6). Show that

equation

Problem VII.3 (Projecting onto the orthogonal complement space) Consider an N × M full-rank matrix H with N ≥ M, and two column vectors y and z of dimensions N × 1 each. Let c49_img04.jpg and c49_img05.jpg. Are the residual vectors c49_img06.jpg and c49_img07.jpg collinear in general? If your answer is positive, justify it. If the answer is negative, can you give conditions ...

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Publisher Resources

ISBN: 9780470253885