Linear Algebra and the Description of Multichannel Systems
A.1. Vectors
A.2. Matrices
A.3. Determinants and the inverse matrix
A.4. Trace of a matrix and its derivatives
A.5. Outer products and spectral density matrices
A.6. Matrix and vector quadratic equations
A.7. Eigenvalue/eigenvector decomposition
A.8. Singular value decomposition
A.9. Vector and matrix norms
In this appendix we briefly review the definition of vectors and matrices and some of the important properties of linear algebra. We have seen that the use of linear algebra considerably simplifies the formulation of multiple-channel control problems. Our purpose here is to provide a convenient reference for the important properties of matrix manipulation and for the definitions ...
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