November 2004
Intermediate to advanced
440 pages
10h 52m
English
book
Classification, Parameter Estimation and State Estimation: An Engineering Approach Using MATLAB
by Robert Duin, Ferdinand van der Heijden, Dick de Ridder, David M. J. Tax
Content preview from Classification, Parameter Estimation and State Estimation: An Engineering Approach Using MATLAB
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Appendix B
Topics Selected from Linear Algebra and Matrix Theory
Whereas Appendix A deals with general linear spaces and linear operators, the current appendix restricts the attention to linear spaces with finite dimension, i.e. 
and 
. With that, all that has been said in Appendix A also holds true for the topics of this appendix.
B.1 VECTORS AND MATRICES
Vectors in and are denoted by bold-faced letters, e.g. f, g. The elements in a vector are arranged either vertically (a column vector) or horizontally (a row vector). For example:
The superscript T is used to convert column vectors to row vectors. Vector addition and scalar multiplication are defined as in Section A.1.
A matrix H with dimension N × M is an arrangement of NM numbers hn,m (the elements) on an orthogonal grid of N rows and M columns:
The elements are real or complex. Vectors can be regarded as N × 1 matrices (column ...
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