Title :
Derivation of a matrix identity
Author_Institution :
Ohio State University, Columbus, OH, USA
fDate :
6/1/1969 12:00:00 AM
Abstract :
In problems of linear digital filtering and recursive estimation, a matrix identity (1) is often met. Here this matrix identity is derived by use of matrix projection operator´s and their properties. This deviation is novel, straightforward, and of tutorial value.
Keywords :
Digital filters; Matrices; Recursive estimation; Artificial intelligence; Digital filters; Eigenvalues and eigenfunctions; Filtering; Geometry; Nonlinear filters; Performance evaluation; Recursive estimation; Symmetric matrices; Testing;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1969.1099181
