DocumentCode
913464
Title
The inversion of covariance matrices by finite Fourier transforms (Corresp.)
Author
Rino, C.
Volume
16
Issue
2
fYear
1970
fDate
3/1/1970 12:00:00 AM
Firstpage
230
Lastpage
232
Abstract
A matrix series is derived that converges to the inverse of a covariance matrix. The members of the series are derived from a circular matrix that can be inverted by taking finite Fourier transforms. An example of the method is presented.
Keywords
Covariance matrices; Finite Fourier transforms; Matrix inversion; Covariance matrix; Eigenvalues and eigenfunctions; Entropy; Equations; Fourier transforms; Information theory; Linear matrix inequalities; Mathematics; Probability density function; Zinc;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1970.1054418
Filename
1054418
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