Title :
Determining if a noise corrupted matrix is singular
Author_Institution :
University of Idaho, Moscow, Idaho
Abstract :
The problem of determining if a square matrix is singular by examining the matrix corrupted by additive noise with known statistics is addressed. This problem occurs in numerous identification algorithms. The concept of Normed Sense Singularity is introduced to solve this problem. A threshold test is developed which statistically determines Normed Sense Singularity by examining the matrix properties of the singular values and the spectral norm.
Keywords :
Additive noise; Statistics; Testing;
Conference_Titel :
Decision and Control, 1983. The 22nd IEEE Conference on
Conference_Location :
San Antonio, TX, USA
DOI :
10.1109/CDC.1983.269876