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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
372 W. Ma and J. P. Kruth
To find the best subspace containing positive weights and a set of feasible solutions in
this subspace, let q be an index such that dq > dq+l = ... = dp. Furthermore, let l = n - q
and w = pn. We try to move w into ]Et f3 JR. n+. If it is successful, following the minimax
theorem [5], ]E ! is then the best subspace containing positive weights and w is a feasible
solution in this subspace. Otherwise, I is incremented to include a new group of eigen~,ectors
corresponding to the next larger eigenvalues, i.e. to include a new eigen subspace, and the
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Publisher Resources

ISBN: 9780444821072