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SVD and Signal Processing, III
book

SVD and Signal Processing, III

by M. Moonen, B. De Moor
March 1995
Intermediate to advanced content levelIntermediate to advanced
498 pages
23h 58m
English
Elsevier Science
Content preview from SVD and Signal Processing, III
464
S.H. Jensen et al.
where I~I, ~r, and W are matrices with orthonormal columns, while L and L1 are lower
triangular matrices. In particular,
L= G E '
where LK is K x K with ~min(LK)~ aK, and IIGII~- IIEII~ ~ a~+ 1 +...+~; ~min(LK)
denotes the smallest singular value of LK and IIGIIF (and I]EIIF)is the Frobenious norm
of G (and E). By analogy with (20), we can then write
i.e., the rank K of HR -1 is displayed in the matrix L in that LK is well conditioned, and
that [[(~'I]F and I]EI]F are small. In addition, 01 = [51,..., IlK] (and 02 = [UK+I,'", UM])
represents approximately the same space ...
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Publisher Resources

ISBN: 9780444821072