## With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, tutorials, and more.

No credit card required

APPENDIX ASUMMARY OF VECTOR/MATRIX OPERATIONS

This Appendix summarizes properties of vector and matrices, and vector/matrix operations that are often used in estimation. Further information may be found in most books on estimation or linear algebra; for example, Golub and Van Loan (1996), DeRusso et al. (1965), and Stewart (1988).

A.1 DEFINITION

A.1.1 Vectors

A vector is a linear collection of elements. We use a lower case bold letter to denote vectors, which by default are assumed to be column vectors. For example, is a three-element column vector. A row vector is (obviously) defined with elements in a row; for example, A vector is called unit or normalized when the sum of elements squared is equal to 1: for an n-element vector a.

A.1.2 Matrices

A matrix is a two-dimensional collection of elements. We use bold upper case letters to denote matrices. For example, is a matrix with two rows and three columns, or a 2 × 3 matrix. Individual elements are labeled with the first subscript indicating the row, and the second indicating the column. An n-element column vector may be ...

## With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, interactive tutorials, and more.

No credit card required