Title :
On determining upper bounds of maximal eigenvalue of Hermitian positive-definite matrix
Author :
Park, Daeyoung ; Lee, Byeong Gi
Author_Institution :
Sch. of Electr. Eng., Seoul Nat. Univ., South Korea
Abstract :
We first present a new method of determining the upper bounds of maximal eigenvalue of Hermitian positive-definite matrix, which includes the Dembo´s (1988) upper bound as a special case. Then we derive the kth-order upper bound /spl Lambda//sub k/ and its first-round iteration /spl Lambda//sub k//sup (1)/ which is much tighter than the Dembo´s upper bound /spl Lambda//sub 0/.
Keywords :
Hermitian matrices; eigenvalues and eigenfunctions; filtering theory; AWGN channel; Hermitian positive-definite matrix; additive white Guassian noise channel; filter coefficients; finite impulse response filter; first-round iteration; maximal eigenvalue; random signal; upper bounds; AWGN; Additive white noise; Eigenvalues and eigenfunctions; Equations; Finite impulse response filter; Gaussian noise; Polynomials; Signal to noise ratio; Upper bound;
Journal_Title :
Signal Processing Letters, IEEE
DOI :
10.1109/LSP.2003.815614
