信号处理中的线性代数

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RARE PRR TAR cb 8 2 Se 9 AB PE RE OTS, (A Be SEMEN SOR EME ARR, RE RA TE, MTA ES AHRMBLGAARAT DM, RRMA EKER. WT, SAA 10 EAS REE, PTET AMAL RS AT. FER TE CMAN a ah» (8 Se AE AL, 1995 fF) — RR ATT SRP AE CSR. Bah RTE ZR ES RES RE SI, HELA RMD UPRE TARPS A, SAA SYR TESLA at RE RB oe I a, ih PES ARR, ES I PARK NS, Ue TREE SAUTER ie eR MBE A A RT RE LE ERA. Uk AL RAR T RR SBE IT AAS PE PERE. BUI AERA BT fi Ah eA IAPR EAE EG, AAT BEALS TE CS SR PE RD, Fa PRA Ob OE BURA C239 A OH HT 2 Sb 0 ey RE RL Ae = 6 OR. Ee DUKE A HFSROLR, AAOMERRA TM, PE RBH. PHATE, TERS PEAT A LTR SER, 5 BRE PP ANSE EOD MR GE — 72 SE); 2 PROMI MSM, HET AM TTT, FEMS RR RH. H. +a); 3. DRS RIE ED (BA): 4 fe ATLA GR POR ERR Aw mb AR: MMR He RHE” GRA), BARES PED DOR DN), MRE OE BuaF) PEAT REEL AE RIOR JUG TBE AS 5 OE 1 BEALER SESH, RAM STC IG SHARE SUA SCRIP EAT. BORCHERS AR LAR ALA OLA AREA 2 PA A AHN ALA PER A SRE, IE RT AOA NAA AS SROOF, ADM UA Ai BF Be HE APRS OA BD Ae AAT A AUTH BBG FV 9s aN A 2. ORM RCA, FOAL ETERS. 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FO, ERAT HEHE A Ft 2g HR RSE S| BO SC APE TBE SE HE oP UL AA FS SOBER A es — MAB AE ATR HE. FE 16S, RAE Ea RMON AR BS 1 — HE RR — Kronecker fA. ll BARBS E RRRAB PRE OMMRARMO NTS, HIG ARIS, BLE, “lil, SESH, (ek, SSMS, URES IR. 111 SEHS SRAM ® RRRIRM A, CATER A. — AP SSE BE EO HE LE I EAE Se SUE M1 Oty ACOM™ ee A= fay} > acc aay By 8 Bran SHY, Cm" RE APS om xn SPE EST. RB, — SEE TE AGR™™ gap A={aj}, aR AB, RNAH SAAS AG, 23,5, 554) CR ABB i wi, aT Ki ~ 5, AMM — TF RE. 932 A330 B39 A(3::6,2:4) = | 142 Gas 844 452 A5q sq 62 a3 Fea oi, Amalie, st (1411) SRS 2eCh ee gala, EA ey rec" -> za|: z, » BEC PATE, PRATHER hy EY CT AN TA hy STR] RO SS iy OM A 1Pe IE DA IR — 7 RARE AE 0 RE Ay Ain Aatag)= |: At 0 Ama JERE ARS AGL BO. PRM SOR MORI C = oA. RiP S PERE UAB SELF HE (Cm Ss Comm) =A" ja CHAP ee oy aah, SoH « (REALM. FOE BL Il Hermitian (BH, Hermitian But Hermitian Je46. LREABS AMUSE MRAR. BRT 5X AE EE AE Ot, — ATE JP BS RR. RELRA An 0 Ags 0 Aun WALES A BSR ARE. TES UALR A= Ay, AQ O--OA,, BR, al mite & & Aigy FPR A REREME Ayy. Ago Ann AD. TRE M, FESC LL KE “SR” EERE. nxn SEER A = [a,,] Al B = |b,,] 8) Hadamard Rife Ao B, ELA AB = [a,b], EVR B—P nx mB. Hadamard 442M Schur BL (RHEE Wik —H#, Hadamard BAA ei, Flat be ee ial AE Rae He RET VRS. Se Hadamard Play TRADE iG a ASS AK (1) oP MY 7.5. KHER ARMS Kronecker H, RNB 1.6 WHITH 'E. SHE (A+B) = al 4 B® (AB)! = BY AH SUH RA Mo — AOE ET, bik eR ae. <4 me xn URL A URE BEL — HH A MR EOE HE EAL BLY mx me SP RIB RE: AR AR, AM : : af Avion URIGPE A HITCH o,, MAL + A GL, UAB DE A HB se dt dt dt dag, day, Ay, da dt dt dt dt dt dtPAPE AL a EPO SB ha, SE REMY BLS ER Sande fade -- fade fscee |For Fonte Fara Sapade Seyadt oo fra,ae WR Te RIB DES BL, OF i ASAE PE a Be A GE (1) He ett ary any Se ae (2) TEAS ig 09 ae Sot tat a ota (3) SEB eB 09 SP ae a aA a Gl4B) = PB +A (A) Tal St A Be Ag SB Bane ley eye = lay agl? HAG RO, BY r dete . Al ale Az) =ArtATe de (5) SEP mF & Pla) © RMAM fags iy EF oe = (x,,- Seyi? RAR, Ay = fy. st OP(2)) gy SPC) pa, = PCY a, PO) 1 ie (#) M =z 32, 2 Paz fi Fe & we Pacts wi wn Me a ee my Mfy me hh Sth aP, Prin = Get (12.2) (1.1.3) ual? (1.1.4) (1.4.5) (1.1.6) (1.7)5 (1.1.2) WSK (1.13) RHE, AAT SA RSC SR, ER RE BEM Me (RA AM) Bel, ik ALOR Ae TE (1.1.2) Ast (1.1.8) (NS ALAA feANo77 (LMS) G38 EL MEE 1.1.1 BEAK, x(k—1) 2(k— 2) ee > 11.1 LMS @ awe WY, DE DRA A EMA DR a ER yk) = SO wyrlk — 3) ist dk) RE MME, MH RE ELA e(k) = d(ke) ~ y(k) = de) — SO wrt — a) = d(k) -wTe = d{k) — AOD w= [wy], Be = fe), en, Ra Re E{e(k)} = E{d(k)} ~ 2E{d(k)c" pw + wT E{en™ wo SEMA AGM AR ry. — Eld(h)e} AK ROEM R,, = E{xe™), MH RET BORA E{e(k)} = E{d?(k)} - rw + wR, AYE st (1.1.2) Fe (1.1.3) DUTT Fe MER, WAT AOR, ROMEAT R., RO, WD Rw = Rw. A, AR ER ‘ei a Way, = Rez Tate Jk — PLANE fis MPEP BAKE Wiener-Hopt 77 Ft. HEE a OS ANP AS A AR De PR RRB, TE 14} 1.1.7) OR PRE BLP HEE RE 10.4 WIP. 4e112 faut. FSe. RSs BP (tom eS AR (RR) ORS. 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BAEK S AT RAO FM, aI S RSE My. 1.1.3 fait, BSGPSE PRREROT SAS —T mx n HOF ARTA K, Ca ARP Bs LA RABE A PTE range A= {ye C™: y= Ae, HEPe eC} (1.1.9) Bemull A= {2 eC": Ar =O} (1.1.10) aR Ase, a) B-PRRIERE, HY range A= span{a,,---,a,} (LA BEDE A IRE Le A ARORA, BD rank A= dim(range A} (1.142) RTM ARN TURES, H-MRERA MIATA. 1) rank A= ky 2) FFE AM WERE & AR AE SE, 3) FH AM A THRSY & THR BAU, DAP AMAT KE FRM AIS TAK, HE A BY OTA (kh +1) x (+1) F HEB AETAR, 8) ACL DAB REP es 6) ARMM BASF b ALOR Rb ATE AL Ae = b RB, Tkan-~(A WES ERD). BSL HHRMA TER: 1) PAE CMS", WM rank AM = sank AT = rank A* = rank 4. 2) AEC" BC COP Bb ARS, RRP P HE SEM Be CO" Fy rank(AB) = rank B = rank{ BC) = rank(ABC). WET, BRE B Ames / ah Re se PEE, B TUPLES Ras. ER, RE BR EE S/R — ATP, Be ARE. 3) WR AB eC”, il rank A= rank Bo AUS 4 ¥F fede oy SEE XE CO A y coe" i B= XAY. BRSR PERM RRO EER. 1 MER m xn KiB AY rank A < min(mn}. DHACCH* A BEC, My (rank A + yank B) ~ k < rank(AB) < min(rank A,rank B) 3) 4 A,B C™™*, Ml rank(A + B) < rank A+ rank B. 1) RU AA AE RE REP PB 2s SEATS / AE, TRS FAR ACT BEA ta 1.1.4 PEARS ENS SV BMP (RRC) HARSH. BHO) XV +P RAK , RMA ey. eV, RRR 1) (en) 20 GESE) la) @7)=0, HARM a =0 CEE) 62) ie tyz) =z) +s (BT te) 3) (coy) =e lay), BPR ce Foams GE UCEED 4} dey) = (ya) {Hermitian (#) AoR, ABAD BRIERE. HME EEX, Mf mx 1 aE tb ld (wv) = wihy = Sore, (1.13) we BAAR CE MY RIEL) Fre C™, MARA HAR (ee)? PA MEE w MW) Euclidean (fF. Euclidean 4 1 fA EM BE — fe (BER HEAL) EE. PET AEA Re COM, EE aff, e)/? BRA-KN, FACS 2 HA. ARN EERO RR 2 eA AEE Pt ib. FR w Av PO SDR (SCH AR) SLA welt, aE wet wh, weal: : (144) Wy Ph or Wen Ty 12 8% SURAT Co ANS IL SL RE Cm” ML, BRAC A Pe Fit HSK"? FEA APE ALP, BAT DE A “Be Bea” a SRP? WARY, BRATIAL A Sh PRA ESE IN EE 2c -R™ oH Euclidean tis ro (5 HASAREALM, RAE A; MRT cy 2A 2 = 2 —~y ff Euclidean RED, OUR © AT y “Rea RD”. sa AB, ERAT a eA BRN” PB 1.21 MER BRX121 SS RAP RMR MARC) be —PmMREA. BH || SOR AMR, BMP 2 ye SH 1) ife|| 20 (AF fat) ja) je] = 6, SHA =0 CR)2) ileal lel lel, BAM Bee FR | CFR) 8) || + al] < Mell + IyI) (SBR ER) PGR 2S BE EEF IM 18) Euclidean 12 A809 94 MUTE. WAL ASE 1), 2), 3), FR — BEE JAH La) AY ee eG 9 1D OF ER DAE TL ps Hn ab GR. (i) by ER CP EAN CRE, A EMA lle = felts + heat (2b bE SCAT Hs 1B (2) fy fi Ar=le,---,2,]" 6 O°, MR 2 MY Buclidean 7 (RL, ABD id TF [tlle FFE Wiel = (eal? +--+ bP (22) AE PA AAT 09 EM, BY [fe ~ ll, BERRA Ey © CO” PME oe, “21a fRAE Buclidean FER. EM ||| KA AAEM, BH Vel = fir] MwA oe € Co ARTA AER Ue ceen TEEN. rH 1.2.1! Euclidean Wk ||- |p HEH PARI. (3) L. HMO” LAIR ATM (LPL, ER) ELH elles = max(\eg},--+ 5 |2e,|) (1.2.3a) (1) Ly BH Ch EAL, HE “ up Wet, = (= it) > pel (24) 2, HACHEM Holder 984% "4. Ys, EITM EL a ip ltl = Jig, (= int) (1.2.8) 1.2.2 abe Me Lyapunov He Lyapunoy BRE PR IE S47 AN1y ta Ee EA IEE hl RSET TR EH 1.2.1 (Lyapunov MEM EM) ANERAR & = fc) MARA 2) = Sin) BET BR Vie) RAPE = 0, AV ERT OR AR 1) V ARTE AN hE HR, 2) %f 240 DV = lim sup Veer ane ved: <0 (EBERLE) Aro AV =V (xiii) -Vla,) <0 (BMRB)SUSE AG oA, ox = O Fee Ae ATE A EH TF Wa BR we at) re ESS TEL, ap AA iy YS V(z) = [a] PPREME 1.20 He Meds Vie), Fe Wo fy se wy] om xn BRE, Bom 2 on fii rank(W") =n. 1, HOM (Hilder $880) AL THE AE A A,-BLA Rinclidean #68 we ¥(e) = ||Wall, = (= tet) (12.8) AAI ERE vp = | Well. < 1. - Fa Vee) = [Well = Jim, (= ho? “r) = max{wf2} (1.2.6) IHF Lyapunov HP SEC o, EB 12.20 Be V(x) = Well GE W fem xn SEE, HB rankW =n) BA & = Az tf) Lyapunov G2, “AALS MRE W FREE BB WaA-QW=0 (1.2.7) GA, BERGE Q LAE HQ) <0 (1.2.8) en E+ AtQW -1 HQ) = im, MAAN a2) HQ) ALBA Q HOS ROBE AER OS) oR, NARRATE LS AP AE oO EP A fu ROR (1.2.5) @ Lyapunov HH, BATH PH Viz) = |W = Deu? a? =a WTWe (1.2.10) a iW ft Lyapunov aie. of Mk (1.2.10) HoH M aT Re, Hee RaWwiw (L241) HSC [D7] A, BOR Mk A ER RE 2 = Aw i) Lyapunov mH, 4A ATR4RA=-O (2.2.12) SH Q > 0, AT SHR 4. Seat AR AER Q. Fei iA, EE 12.2 AK, 3K (1.2.5) ERAT ROR Lyapunov HR, A MB (1.2.10) 1 Lyapunoy BAC, MALS AR (12.7) HE — BAEK (1.2.8) BORE “8.JRRUEON 7, SLT REO > 0 19 Lyapunov HES RAs APES (1.2.8) 498i BED EERE (1.2.7) LaE i MPP AR, H CLAY PR RSL a ETH. EBL23 THRE ASH L, ={RERPOATRY RA=—O, JON O,R> 0, BO WH} (2.2.13) 1g = {RE RR = WhW,WA ~ QW =0, Fe py(Q) < O,2ank W =n} (1.2.44) 1.2.3 SB REE RL AF 2 SEAT RE RR AB, IR AB BY AS 45 ALB SAS OAL SEM RRA AAO. BR AS Cm AS 4 mn HE BEE FRAT EL EA AU HAE CCI CE fol 1 a 9B Bie AR ME BE — “PEN” BR L22 RAE ||| AR, ASTON A, Be CP", ER UFRASH: } [lal 20 (ae fH) 1a) |All =0, SA4 A=0 GES) 2) |leAll = (el [All MAAR ce PR | GR UCHE) 3) lA + Bll b HE — NAR 11) Aw = 0 NE — ARE x = 0; 12) 0 4048 A URE CR 14 8). AE A,B,C HARSH, WW (ABC) =e BA? 1.3.2 BRERA Fe ip EB OR 51 1.3.1 OR REAR S| AR) A RATE nxn EE, C RAE mem WEE. B fon x m JB, DE mx n HERE, MUS OR ER A+ BOD Fl fg MER: (A+ BOD)"! = Aw! ~ A B(DAT B+ C7!" Dat (1.3.1) fGE DATB+ C7! iM. WB, Huw An AMR, W Actow! Art (Ad vwlty ta aor Maw pwr Ate 32) SIE 1.3.2 (PRE BERS E) S nxn EY PEM ABCD BRB AD vale 4 (1.3.3a}AAP AAR m x me SEB, BRB (re — mn) x (re — m) HER, CoB (n ~ im) x rn HERR, i] D mx (a — rn) SER. SPRY ay Se ah ose Acted patos! —-a-tpat y- -| oA ey | (1.3.38) a -s-'DB 4 = [-atca slamiespe| (1.88) BEAM A= B-CA TD HARE, MBM A= A- DBC MMT. ‘f, FORE A ADA PKA HEHE A FY Schur Fh. APH, BMY AAAS Y= [i 2] (1.3.4a) JEtH, A f& (n— 1) x (a 1) SESE, oo RL, oA we B (n—1) x1 A, nt Al+ BAT yw AT —BAnly ¥ Beet ant 5 (1.3.4b) 2p, ERE B= (a- wh ATT AROS, REE LASSI IRN EEL. fuse (1.5.2) AUTe (LS.Ab) FR, — 4-H ch EMI ETA (BER — HT ‘al) Hanns, FOREDE OT LOTR ARAL TEESE. ARI Hy a AB PR HO IE. HERE AM SLM Ae aD AA, PRELIM LT ET RA ASAE DO OSs sy a& (RLS) BRIT HLA. 13.1% o(k) = (k) bn(k) AAV BAE. LALLA PO OR a W. FEAR HS (he) ATOM SC). Wy = [Wy (T), wy (2)y 00>, wy MYI? By = [2k = 1), 2(k — 2,002 — AN)? RT alk) = wf oy BE TM GRE e(k) = a(k) — wha, (1.3.5) FOR * e(k,w) = >a eC)? a mance. ay SEEM — 0, je-pupm st (0.1.2) HO OrMN (BAN mR (9) at A), A RCT DUR wy, = py + Reta petA) (1.3.6) maiz, Heo . R= OM al = Ry tel (1.3.7) = et3 (1.8.6) RARE T POE ML IC AZ ee) BE MES, PR HERD — Fe (RLS) SRR. ACRE SCRRE, ALAR aT AR) OR RRS. te 7, RRMA, WW e(k) RAMA (1.3.5) HIER BEL RS ARTI, AVA SRL SUM RLS SAR. Afs8 (1.3.7) MEADE aE SL EE 1, a 2s) Ro) HERE OF an 1 eal Rul aeyet Bj Ry’ = Ry, * BY haf Re ly (1.3.8) dis, KR (13.5), A (13.8) MA (1.5.6) BPA T 2H RLS EH SET RLS Fa ATE HE 7 BT Ss Came 3) ~ (5), — EH LY RLS BRAT HE 9 16) 9 eB (ts LA 4}. OF A rex HB AY Fe GE BR A RO LE mia 1 i Bee 2 9 8 8 ee 1 iL -3 1 -3 oO Do acl ® 22 0 i 1 0 $41 - 1 0 Lo nte nto -2 ni nm nmo-ln-2 2 1 nm-2 on n-l 3 2 Ate : 2 8 4 nonel 1 2 8 n-1 on 14 HERA M SS REE ELE, PCR EH MAS — BRE A MFP OE A 2 CR Be OF aE Goh. am A PAE. EE, PRESEN Pisarenko SHARAF EAU BAS SPAS (MUSIC) SoH: Oe AE AE AE CS. TAS {65 5 We DES HABE FB ER APY HS Se A AE i) IE ST ROU AA SORE (8 14 REGO BEM 14A1 SACCW Mae’. AME AMS o MRR Acv=dr, 2 #0 a4) QU Pp A RARE A MSGR, OR oo RE A CETERA A ARPT) ORE AE Bt. HEI 18iB, BW Ar = Aw, WGK o EG A MER EE tit, BPA = Ao, WP BA EY NO ACRE GET RE. DUG RRAR SS BSB), AS GE” 22h OSE AE” FO (141) AAO EA - SPE ER PGE A RUE ce SB, C2) PATER A ER ERT. RR GE TERE RE LA HM LAD HP ASC STAIR AG C INES EM A INI, Wate ACA). HE Fe A HSER RL TP ee, (A) = max [Al | 4 © ACA) (1.4.2) FER pA) OS A TPE ARAL NRE, BOE WR, te Ee. SS GEA - HOLM BE 41) A re SE (I-A)jr=0, 240 (143) A, SAMS A A RAH EAE RD det(Al - 4)=0 (1.44) A, AA AG MA) Fae, RAN ACC ER, EM143 HM ACC" HES LH plz) = det(zt ~ A) (14.5) BA TYRE EAR Re A AYRE AE Se TR AY me PR AMA) = Da Anh BATE A BBs det(A) =A, n 4.6) HR, FEA ACEAPGE(L, Wl) det(A) = 0, RIAERE A a, RZ, A TEA ER REFS, Mi) det(a) #0, BAB A They Se. HAF iil, RE A MMS trace(A) BREA tr( A), He XH trace(A) = y ay (LAT) a TP fi AE LE A CE OJ SR |). 1) BE TR AEA Z A trace(A) = Ay b= Ay (148) JX G18 WT DORE ES OT 2 2) PHL AE RB, BD Ay trace(AB) = trace(BA) (4.9)3) TEAK KA trace(a*) = SAP (1.4.10) i ARMA A TE ke DORI. 4) BRE AYA HAA DEG, AA trace(A" A) = trace(AA") = Sal (1411) = EIR 2) 4) Ai RE PE OA FD ORO AE PERREL-+- Beh, CMU ARRAN. Bb, — PAA R 26S => Ares WF SY (et A) A. ER, AX=XB, Bech’, xecw® W) A Mth range ARDAM, TB By = Ay => A(Xy} = dXy Pade, 2X SATA (COIR BEART ICPIMD, MY AX = XB BURR ACB) CMA). Be RX TRIAS HA, MU ACA) = ACB) IERIE A ADB =X TAX HB “THO 9. Tee RS, aE “MAE. SEU A ARE SLY) AE SO A EL, IEE Ae OO RE Agi =lyeyn, DIFERE AA CE k REPRE) SOPRA AA, OR AAR, BA AT GRIER 1/A, SORE AL AT SVAPSEAILY A, + he Be ST 054 AE TAA A ET noRH Yn) = a(n} + 0(n) Ah, Toop o(n) WRAL TS, w(n) BS alm) SEPARA MEE Fm, HELI, BEANO. A&R (1) = Llyn +7} RAMAN AMAR, IPED) w(n) 6 MEE, RRA TF EY FH A ryt) = tA) +7) =1,(r) 40? x sr) RZ, SUNSLAEMY IDOE RE Pak mn at aSAB ra(0) re(1) rg (n) oF Os 0 . — oe Ry=R,+R,= oh) re) re ly + ° ° 9 rein) rim) ¥(0) D0 so? 1s.MUR ES ol) HA 4 AR(p) AE, ASM AAR R, NR PR, WAS FRA BACAR Ry GEA As(y) SAAS AER R, OREM Aw) Je tee AM AEZMAA FRR KR: Afe)to*, #=1--p aire ( d=ptlyoun ACSA MARR ILE, 0? He A(z) +0? DES. AR SARE, AM aE SHE OA STRAP SEAS GEM, VR Sb BO BB AN A OE SE A 5 Lak LP eR OG ROR AMD EF | ORE OB APA RO, OE RL SSSR, ORE a RS. fi), GORA PRAHA A, MSE, DRESS SOMES MR, SNIP, RAE T T ESCA A EA AD, HPGE ES ST ET eS Sh Cee TA) A, AT BE ieee. FEVER AS LIT Ht BEDE RE Se SL PT J APS TE CAL 109 a B14. TEC Hw tT Ta) P pet Te [" nis WY NT) = MT} U MP2) WEAR it ree EIS] le] HP 2, € CP A zy © OV BH ozy AO, MY Type = At, Mi A € MTog). H xq = 0, SM Tey = Ae. Mah AE MT). TR, MT) € AMT) UAT). HE, BF A(T) MP) UAT 22) FAT AR TIER, LATE MR a . 14.2 PST SAMBART nxn TA. RAW A-AB (HP A € C) RHR AVR PE AR (matrix pencil) BOGE: RY (matrix pair). 32 PEA AVY EE WOM SEE. Jae MAB), EMA AA, B) = {2 € Cz det(A ~ 2B) = 0} (1.4.12) AGAMA, B). FH Acs Br, 2 #0 (1.4.13) DIR ac Je REED A — NB RUPE Ty Bt (0° SORE Bt). WRAP DER, A NAB) RG TERN EA, TRAM OE -19RSPAS). Flo a=[h 3] a=[) Hl + MAB} = (0D a=} 3] a=(! | — MA, B) = {0} aa[? A a-[) | MA B}ER 1.5 7 02h AE 1.2 BMA T ARS RATE EE A EI AW, PAE EN, BA AAT = ATTA = 1 MEIKE. 4 7E 2 SEP 0 8 ME BAC EI Be Se TE PE, BOA BUSES SOE BE SBE — A A RR eh A) BE ~~ BLE RRR. 1.5.1 Moore-Penrose i352 A A RAER mxn HERE, BATHE G fe A 09 Moore-Penrose 1° Xi HIRE (generalized inverse), # G MALTA: a) AGA=A {2) (AG)}# = AG (132) @) GAG =G@ (4) (Gaj¥ =GA YSERA 94 OWL RE (pseudo inverse). BHIZES At A ARBRE A HI” LDPE, HT BR, a xn ARR EE ME MR PR. RT ED, 3048 PE BT LA {AE Moore-Penrose {* Xi AE BE AY — TM GA. 2A, REM GREER, RMR REE CD), (9), (h), RAT i G RESEDA AY (33,6) BERT I). ohn, EKER G MAE (1),(2) A (8), Fete (4), BATA AGE A (7 (1,2, 3) ERE, AGAR, AEB A 84 Het Ee TE IR SY 2 ET ABP ISLA BB” FEES TP Moore-Penrose J Xi 58 BE 1. An AEE BR m>n Hh A AAW (rank A =n) WHEEL. HIN, nxn SBP AYA Bay Gis. A UE, Al = (A# Ay AP (1.5.2) WK (1.5.1) ADP, Pt, Bdt-- ft Moore-Penrose J LSE Be. Py (44 A)? AP ALAN AE BL, BALLOT A AB SK (1.5.2) se MR SU EH HE Ai (left pseudo: inverse) 119), +202. a yak 4a BGR m || Ax? — yl] ROALD. 2° BTR Reh. RA. a 1.5.3 Bebe DEAE AIR A Sh — AB OL: PEAT ARAA Ac = y BOPP a tae OR mn AMTRAK HR, RA ASA ALR. Nl AOI, RTE RAT AL ty +20, = 10 (A510) MA 15.1 BR, Ae; + 2a = 10 yt LRA (oye) ARTE (1.5.10) OO LR HEH A, AUTRE A HE, RMR ak te Ck AR. HSA, RABE eae APE Bk. SRE HME — fe PIAS EMEA. LT we AUB AN 8 FO) a LS RAE OR ls RUST BB O5.10) Of AVERSA AR ABT AN ER CEASE PAK (1.5.10) 5 A A A”, SG (2,4), ALE 150 BAU, RAD EEA Ae — y ORAS, BUH o® = Gy Bit 9A A: RE APY AEE FE tell > ell (aa) Risk G Hash aS a, BLA 2° = AMAA ly (£5.12) GUE. FUL, Dk AP A 5.11) RS RR RR, ARE ay iB. HAUS [lx] = le? + — 2*|] = [le?l| + lle — 2° | + 200°} — 2°) (15.181 22HH RRAE. Hast (1.5.12) A a= A(AAN)l Ag & (eet 2°) = yl Aa aU AN (AANA = yl ((AA" 14 - (AAM)“ Ale = 0 Pat, 3h (15.13) TRL Ul] = |e? + lhe — 2°) Al ty BEEBE |x — 2°|| WORE AA, ae EA \ xi] 2 e*I) BD 2? 43: RIE FESR. 1.5.4 7 URE EAS BUT ERR RR, A LEB op ak PE - $F (ARMA) FRU 1 H Ri, EAS RARE, ARMA(p, ¢) SERIO M (p.g) RAM, BLAS i RET MALE AN REBT OKAY ARMA WRAY AR AMA Bk, SPOR EB ML Cp, 9). i, PO HE RAMA EAR RG, FSA Hee AE BN. Li a EE Bt RH et SE 221 1, Be thsd 55 ES Bp aed ag) AE nx im BPE PHAR PT = RP) Fry AC OBER. #151 4 Fy. = [Fa Sml (1.5.14) FUT fy, RHEE F,, 109 mF, HB rank(F,,) =m, MGA Fl BP RHE Re aT tH: + + - Fla [fe ~ eget] (5.18) ar =a — Fina Ph alfin (2.5.16) = [Fem (1.5.47) AH FR fP/UT Fd (1.5.18) HEAR KARE F,, SPIES, RATA cr FL, vp [FR rare [ Frotfn 7 23* x Y Fak, Fra) = [3 ll ERA, SER [ast 1 "evo (3 ¥) a7, 7 FinFmaa finden aw bE Frm aX + Finn SiaZ = Fea Fn Fn-iY + FanilinW = 0 FinFm 1X + Sind = 0 FE mY + fred! = ERIE Dy FE 0 AE = UF Faal Umea = Pah Z Ye Film An! LiF ya" Aa = (fin lln ~ FnotEm aM? = Ont UDA OIE MEX, AB nf ¥ XFT_,+Y 0 a 2En—1 + Win XY, Z,WRAEA, SMB MR (1.5.15). . Fe Pa RIE 0 RHE (REE 1.5.1) AE AR SEER OY BA POE EE hh (8.2 8) POH. 2, Be thi APE ay rae ak pI SEE FOU, Eh nm, EME LS.2 12 Fy = [Pinay fouls UAT OBOE RE FL, = PEE, PE) | PE Bree RAR: ' Phe [Fs - Ankpadntn| (1.5.19) ap = Eibn — Fina) (1.5.20a) bn = onden (1.5.20b) SB HEM FY = T/T) TERR SE 1.5.1 MTEL SEERA, Bh. / +24ELS ei SR EL a He ta — SH EB PO HE, OS aa HD A A KO, EI 15.5 BE-RBRARARS HEAT CUE i I, PA ES SRA BE NE UA - aR Ly (ARMA) MAB EH (MA) BEL. 4 ARMA (Py, 725 41442) BL a wy Ss Srayeim, ing ~ A= SV bye(m, — im ~ 3) (1.5.21) = a 5x0 OR FR ABE, BLE a9 = Lay S Pi Ge S Poy HASH LDH AA BRD (ry, ny) Ae HIE AMA, KGS, HESS o? “Me ARMA NH {x(n,,r2)} WR FL eh Ble, 29) B(zy 23) 5) AG AG a)” Paya) = (1.5.22) apne Ae PL Pa A(2y, 2) = > Soy, jit Bley) =) byzied 0 520 30 j=0 TER, BOA Ble, ma) Baz! 2g") Pad afeyt A ay hag LM BCAA PA, of 2g" A 2p ez WAAR, MULLER (1.5.22) MAF SE Bl2y,2_)Blzy', 27 "Jo? = Clay, 29) + Dlay.27") + Dizzy) + CGz zt) (1.5.28) ae nu ye . Claal= SS Desid, Dea = Dd aszieg? = 0 joo RA (1.5.23) HK RM, BEER eo & & co = FO Se (1.5.24a) 0 jx0 nt em = 07 > Sobibisagaems B= Od gs m= OAs gas i=0 jo (bm) # (0,0) (15.246) ua = ey ys gi njpms REA yi MEL gy (15.240) 3 550 LRA eR. HE ARMA BBW MA SARA BRR: SHE MA BBR cy, A dy, (AXA RTT eA RK (20), RAP AL ER HBR (1.5.24) A MA BH}, STIR. RAM RABE SB Hae 9), 25.FT AR AR A SE — AE ARIE 7B 1.5.24), 5] ATR ute foo = > 4, - 200 (1.5.25a) 0 Hoe ago Foon = YY) ba bisnstm ~ Com so 350 k=O1 qs m= 0,1,---,q9, 1 (em) ¥ (0,0) (1.5.25b) anh a Faystazim = > DoPisbisng-m— dims & vest m= Tye-+,qz (15.250) 0 5x0 BL = [eos fayaye Sa, eniagete' Fan, ang]? BUD = Boos slags bay04 °° Byyagl”s SF se CREE af | 6 OY Blagg wo Pagstagts | Of tage By Basa, ofr, 24, hag say ay Basa, (1.5.26) (1.5.27a) (1.5.27b) (1.5.27e) (18.274) +26SNARE, AMA ARE, THE, GP RAT RRB: By By Byut By, Bo B Bp B, By By: By Bo By By Bow 0 0 Be Fa|--. --- --- wees ee-[4]--- -2- eee ee ----{ (1.5.28) Ap Ae = Ay 0 0 Ag Ay Aga Apo Ag 0 0 0 0 Ag ve Aye Ag, 0 o Ao JE K, FRATAR AT LZ AL Newton-Raphson S01: sR 4 AE AE OY) — AE BURT Fa (1.5.24). HB) BOTA MA BR iy OY, UR +t) RTE H OCF) Re pt) — pl _ pty (1.5.29) SUB PT RE RR PI UB RE Bik 1.8.1 (IH MA BAIT) AML: WADIA bog = Boog MH b;, = 0, (6,5) A (0.0). HER 2: FAA Se (1.5.28) HIRI Fy, FEAW AR SR (15.27) AY (1.5.28) ARERR P $5 3: HB at (1.5.29) BHI MA SH A Biair ly, Ws: BW 2, EER RAR, BEAR MA SRO, MERA, fF) Hah A jase — co £005, MBA R=0.---,q3m=0,---,a2 (1.5.30) LR MARE AT 9 PATE KURA Be ARMA 22, Bo i aE RE AB BART 9 RAL, TED CMR [20]. 1.6 Kronecker # HD) Kromecker UR EB AVHE MRR, “Ch LE ARS HR AL SOPbE, MOUL GBA SL Fa Bab RE OTS — HP A TI 1.6.1 Kronecker RRR EM 1.6.1 (Kronecker #) 7 px g PE A Alm xn HME B ti Kronecker BZ HE AGE, GAP pm xan OH, BRA 2B + 1443 : (1.6.4) sor-| OB tygBEM 1.6.2 (Kronecker #i) 2! mx m SEE A Ml n xn SRIF B tf) Kronecker AE TE AGB, ER—FP mn x mn HE, ERA AGB=AGQI,+5,8B (1.6.2) AT MARA Kronecker H, BPI AU FAS. HS Be R—TAA pS THEMAR, RIK cli in si) RM c WO [Gi —1yp81 + Gy — pF) PGR, Pd = Le AOR, wt A RN ST LL ORs ah A, HM 7 p* x ph EDEL HATA FAM Gigs sin, Wns Sad) BEARER ME 938 (CG, — Ap} 4 iy — Dp? tt ph + Gg — Up? bay] PGR. RP td dk = bee 161 Be p=2 Wk =2, Hl efi, 1] = ¢ APS [1 — 1)2?-) + 1) EK = MBL PH ef], 2] = ¢ 758 [(1 ~ 1927-1 + 2] HE = eH 2 THR [2,1] = c 9 (2 — 12? 4 + 1) RR = HHI [2,2] = c ANS (2 — 1)2?* + 2) ER = MH 4 PI FAL, WEA HE c ARH c = col(c[L, pel, 2}. e12 1.e12,2)). MAb, p= 2A k = 3, Sh ¢ = col(e{, 1, Uj, of1, 2, 4, e[1, 2, 2,of2, 4, 1, cf2, 1, 2], of2,2, 1], <[2,2, 2)) HEU EEA, A@ BAUR (Gy — 1)m t ta, (iy — Vn + je] PHRMA al, AH), RR SU AS LG = he md = Len ENM163 HAB—Pmx nS, WA Be ver(A) B—P max] A BCR A ROAR RE (RMR TERY): A, AE A unver,,, BOM mn FREMABHLY mx n BENT. PRT RETA RR wave a(t) =Xmxn = VEX nxal =F (1.6.3) Bit, HA = [ay,---,a,}, WM veo(A) = [af --, an). Kronecker AAA LA FER I. HERA (A+ B)B(C+D)=ABC+AQDD+BEC+ BSD (1.6.4) Fue [aa ® [seu = x Lite sui (165) HEAR 1.2 (A@ BC @ D) = AC @® BD (1.6.6) Buk (} ® BY) =@ Tha] [f12 (6.7) 8(Oh A@eh BO] = eh A@BE) (1.6.8) ERS (A®@B)@(C ED) =AVBSCOD (1.6.9) TE 14 (Ag By? =AT™@BT (1.6.10) E15 SRE A fn BSD OMENS At fo BT, a (A@B)' = Ate@aBt (1.6.11a) al, HAM BRAM IEP, TY (Ag¢8)"' =a eB) (1.6.11b) te 16 rank(A @ B) = rank(A)rank(B) (1.6.12) HLT BA de mx m RE, Bn xn HERE, det (A @ B) = (det A)*(det B)™ (1.6.13) BRS trace(A @ B) = traceAtraceB (1.6.14) HEI 19 exp(A @ B) = exp(A) @ exp(B) (1.6.18) TER 110 Ho, RAG A SAGE A, MIME EL, 6, RIE B SAE o, HEME, Wo, O65, RHE ASB SHEA ve, MMAEAR, hes Hie HO; +0, SRE R. ER 11L HAR px GB, BA mx n SOP, BOAHU yA @ Boxy (1.6.16) SEP Unaep Hm X p READER ETE 2 Sake Bem a Me Tonxy = WM, FAH BOAR (Bg =n =1), HW B@A=Up,xp(ABB). HEH 1.12 vec(ADB) = (BT @ A)vec(D) (1.6.17) P16. AH TE EX+XN=¥ (1.6.18) 29+FP RPE X AK. ESE SE (1.6.18) PTT ABE mon RR SSL ala EE ESIC MRR SOT ABT TE HET 1.22 (yn BL) + (NT @ T,vec(X) = vec(¥) a ver(X) = (NT GL) vec(¥} (1.6.29) #NT Olas. hideR ma) Ape 110 aR wre > > Ow. waheent (1.6.20) ii 771 FEY 8, w,. 8, My, AWN, L, NOL? ARPES st 1.6.19), HX (1.6.20) UA BYE SR 1.2.1.4 AUPE I 1.12, BURT AAR A © Oo pal ¥ ast xKsy Ye ¥ a,b (1.6.21) iat ker Pk +H HE SEP A ff) Kronecker FAT AP SAGA (1.6.22) SWB, BLL M Kronecker sex Alt] WRG Rixu GP Rexukih, MGM PF AMPA, IM Khatri-Rao Be WP SG, He Ly Bl FOG2|F 6G, F, 8Gy °F, OG} (1.6.23) FE Bia Bk ig, Kronecker JRF A Khatri-Rao Asti 2) VERE 21 vec(A + B) = vec(A) + vec(B) (1.6.24) HEIR 2.2 vee(AT} = U,,,vec( A) (1.6.20) HER 23 vec(AD) = (I, @ A)vec(D) = (D7 & I, }vec(A) = (DT @ A}veel I.) (1.6.26) R24 APSO = Ag All (1.6.27) FR 25 (ADH = allyl (1.6.28) TEE 2.6 trace( ADW) = (vecA)” Up ® Dyvec(W) (1.6.28)TEAR 2.7 trace(A? D) = (vecA)T vec(D) (1.6.30) HE 28 AS (DT a FT) =(AG DT) a FF (1.6.31) HER 29 AGB =U,,,(B OA) (4.6.82) PEE 2.10 (A® BY FOG) = AF @ BG (1.6.33) 1.6.2 Kronecker 929987 Kronecker Stat FH (Uae te 9 BEE Skat FTE fe Sb BS SEL OG HE a fel A Sia eS BY ei ERIE SH He AL. BY ELGAR, Kronecker #4 7y 2 % 3 7c ot fal EH AY PMR ORAM ET AS, TERA Kronecker MHA, ARSE (dF 5 oa Bir eA REA (ST) A SS eI AE OS (9 Be RAS AE N,N ote et TB Ne a A AA L. AEH Rae SAMMAS y(n), SR—P p HALL, BM vn) = fd. ype)”. BE 419 AYRE (comvlants) & LAA. AE LR AR OE HERS (QU RARER UML, SHB a, = yyw g li = Lk My = We) yh a et 7 )) CAE wy ly BI pk ABIES UA Be In Efexp iy) }, FRB ACH Taylor SRR RAS BOL y OR i WR, RRELRENRARARH, HARERRURO SAMAR. ATL ZT, SU-AMELARAA REM EMME. RAR RE WER CRE, i 1 Copy ti 72} = By (m)yjln +m dar + 72) Rule) (e) Aly) MMR BE. AA QAR AOR pt PORE HSH) k PYRE. ABH Kronccker Bt, FE SUE My Btit RBUE TT DLA Lin F. FEM 1.6.4 P52 RBH ML IR aya tp PMT PPR opty ay BABEL cum(r ta) 2,) BOA ERAT, JOB Vista. ay] Pl RR en Beige Eade TH gees iy = ye pe APBD, ELIT y(n) 48) & Bir AL WEL Cty Tye Tad = cunt y(n), N+ Ty Wet TE (1.6.34) FOR [iota sina] PIER A cam yio(m) yi (UT Mig OU Te FEA fosters tear = lp. HRRMATH PROM RRR RAAT ERR: (1) CRRA SS HP eb eH at AS ME FR (2) EE A AL WS A FAL Kronecker 1) FB 214 TT MUNDI Si dt Pe AR AK alMLE UEWE 9), 7.2170 00 TRAE EA ERED y(n) 9 RAR Rw S01 BE cy Mitts fay(ns7) = Ely(n) @ y(n +7)} (1.6.35) C5y(%5 74572) = Ely(n) y(n +4) @ y(n + 7%2)} (1.6.35b) Gayl Ts Tar Ta) = E{y(n) Gale +71) @uln +m) Buln t 7)} — Flu(n) 8 u(r + 7)} @ Efy(n + 2) @ y(n + 79)} ~ Pr EX y(n) @ y(n + 7)} @ Eluln + 7) O ulm + )} ~ P,E{y(n) @ y(n + 73)} @ E{yln + 71) @y(n+7)} (1.6.35e) SP, BT pt x pt BER, Rta P= fay, Iseup (1.6.36) Cagy BT xP BRIE, CR [1p tk, (b— Lp? +i] PIR pik = Lp) AL, WRERRYST SE. ME y(n) APR RRL, Bl FREER (1.6.35) Pah Kronecker MH AL—- ALM BGR, ARMM 1 VE. RHR, MELE AMES REREM ABRRA AMAL WUE. BUM WAH RAB N—-TRRE RAR. B A(t 1,4) Arex p BBE, AHeG@=1---k) yp RL, MY cum(Ayay,-++, Agg) = [Ay @-- @ Ay]oum(ay,---, 24) (1.6.37) HERR Sy = Aye (i=1,--, k), SORE A, GD PIG A A Pak, HR BE HLL EL i BREA (BMS ICMR [6] OR), RANT cum(yys + Medley] = eum Gs Meta) 2 = cum (x Duis oo Do vat] 1 j= ae , = ncaa Ansan UME go eEG) , (1.6.38) AWB, MB Kronecker AMEX, RATBAMA (1.6.37) HW [i ---.4] PRA (A+++ Ayjoum(ay, ++ Ty) te] i = SS Asan Petsson BR) ota) ms ae =D Aas Arata MSE hued (1.6.39) - 32+Heat (1.6.8) AZ (1.6.99) TA aI, PES A, Bese (1.6.37) HH. . RS GA - SHH (MIMO) ASCOT LA AAP i Oo AR ARSE IB GH a(n +1) = O(n)2(n) + B(nje(n) (1.6.40) yn) = P(nja(n) + v(n) (1.6.41) WER AS REA x(n) ORB RE clita Te) BEE, i PE y(n) BRE OE c, (17,17, ,) SREMAMRAROMRLMA PARR: Say (iT Te1) =F) © MRF HO: BH + Had] X Cpe (Fy Tg) Feel Tay Tena) (1.6.42) FY ELE amb ak a aR ME ASL (1.6.42) OY TED AR AMD ea aT et [25] oh (26) IHL #. 2. $4éid BBR AK RT RAPRASSBUG Sh, BEAL MELE y(n) ATER — Petes fae OO ith, RT RIE A(n, b), MA REEL e(n). RR, y(n) BRE yn) = x H(n, k)e(n) (1.6.43) kane Hem y(n) € Re, ,e(n) € RH Hln,k) © R% xR, AX XY Hap X SY MER XxY = ((ay):2e Xe}. BE e(n) Heim). nA m WY, HERR EW SM Kronecker 6 HAE Chel T+ Tho! cumf{e(n), e(n + 74),---,e(m + -1)} = Pee(n}8(r) 67-1) (1.6.44) RH, MAREE L,(n) B—8 nk Te HY AT. WRK Ak) SEOBARRE, HU RRRESZA KAKI 4 & {iH Bartlett-Brillinger-Rosenblatt (BBR) Axt, Ta MSe iF. EM 1.6.1 (S/F BBR AA) MF AH (1.643) ELON E y(n), HH ARS (1.6.44), BPR H(n,k) RAR OT ANAT, x > [H(n, b)] < 00 n=O ke—00 J Ait th a A ka BER ASCH Cag (BTL TRA) > [H(n,4) @ H(n+7,4)@---@ Aln+ m2, 8) nei) (3.6.45) = 33HSE REN AELD Hin, k) = Hn — k} ELD Pye) D,, bi, sh (1.6.45) tHE Citta) = x IAG) ONG 47) O- OAE+ Hi) The = > [stro HE + Lic (1.6.48) Hep m=O, Air He BZ wih. BATE, AU Kronecker $k & AES wh Saat ARMA WEEMH SIRES SSE AR B82 iil tes yh — & 08 WSIE Yule-Walker (MYW) FE, (hj 4838 MYW 27 REL HEIRS aS ARMA PA KERR, AIC EA OT B35 SOM [26] 1 OY ILE. ER 161 BE 47 =0, 5 Cayltir ys Ta) = cum{y(n), y(n try) ln t tea cum {meron Po netsh of =o Lcumt (re + rystdelto) ee Hoe + rua, tha delta a)} ni fo ba = VA let rte) 8 @ Ht rea te-sloum(elty}, ++, eltea)} ty that (1.6.47) WA (1.6.40), botoy eh LI Shy (MTL +5 Ta) =O Mint ty) OB At ated] i X Teadlty ~ ty) --- lla — tha) (1.6.48) TERA) Sty 1) = 1 HF ty = ty: blty — ty) = 0 AF t, # ty, MEK (1.6.48) HTML HK (1.6.45). ORS PF Win, t) = H(n—2), AT ,.(n) = Tye, BED (1.6.46) WT ash (1.6.45) TLE AG . Se 2 [1] R.A. Horn and GC. R, Johnson, Matrix Analysis, Cambridge: Cambridge University Press, 1990. (2] G.H. Golub and C. F. Van Loan, Matrix Computation, Baltimore: The John Hopkins Uni- versity Press, 1989. a4[4] [5 lis) ha] ay Ls] S20] peu 22) (23) ial 26} ) G. C. Goodwin aud K. 8. Sin, Adaptive ering Prediction and Control, New York: Preutice- Hall, 1984. SKU, AREAL, AIR MRAP MLA AL, 1905, O. M. Macchi and N. J. Bershad, Adaptive cecovery of a chirped sinusoid in noise, Part 1 Performance of the RLS algorithm, IEEE Trans. Signal Processing, Vol.39, JR3~504, 1991 M. M. Chansarkar and U. B. Desai, A robust recursive least squares algorithm, In: Proc. JERE ICASSP, VolIJ], 432~485, 1993, AMEE MSR, SOREN, daa MATT HRT ch, 1979, H, BenIsrsel and T. N. EB, Greville, Generalized Inverses: Theory and Applicationd, New York: Wiley-Interseience, 1974. {8} D. H. Brandwood, A complex gradient operator an its application in adaptive array theory, Proc, Inst, Elec. Eng, Vol130, 11~16, 1983. ARIZA, NGRIE, RARER MIG ROTEL ena, 1984, He RE, 7a, ORE MNT IB ORE, HPS, Vol.27, No.2, 126, 1982. X. D. Zhang (39136) and H. Takeda, An order recursive generalized least squares algorithm for system ielentification, IFEE Trans. Automatic Control, Vol.30, 12241227, 1986. | X. D. Zhang (esi) and H. Takeda, Orderreenrsive methods for instrumental variable esti- mates and instrumental variable inverses, Int, J. Systems Sci, Vol.18, 1943-1951, 1987. 4. The Theory of Matrices, New York: Academic, 1985. H. Kiendl, J. Adamy and P. Stelmer, Vector norms as Lyapunov functions for linear systems, IKBE Trans, Automatic Control, Vol.S7, 830-812, 1992. E, Deutsch, On matrix norms and logarithmic aorms, Numer. Math., Vol.24, 49~51,1975. W. Hahn, Stability of Motion, Springer-Verlag, 1967. P. Lancaster and M. ‘Fiemenets! P. Hartman, On completely continous Hankel matrices, Proc. Amer. Math. Soe., 1958, Vol.9, B62~806, 1958. B. Hanzon, The area enclosed by the (ori ilankel norm of a linear system, IEEE Trans. Automatic Control, Vol.37, 835-839, 1992. ted) Nyqntist diagram and the Hilbert-Schmidt- X.D, Zhang (Wis), On the estimation of two-dimensional moving average parameters, IEEE ‘Trans, Automatic Control, Vol.36, 1196-1199, 1991 X. Bellman, Introduction to Matrix Analysis, Now York: McGraw~Hill, 1960, ch.20. J..W. Brewer, Kronecker products and matrix calculus in eystem theory, IEEE Trans, Circuits aud Systems, Vol25, 72781, 1978. 1. A. Zadeh and ©. A. Desoer, Linear System Theory: The State Space Approach, New York: McGraw-Hill, 1963 GG. Khatri and C. R. Rao, Solutions to some functional equations and their applications to characterization of probability distributions, Saukhya: The Indian J. Stat., Series A, Vol.30, 167~180, 1968, A. Swami and J. M. Mendel, Time and lag recursive computation of cumulants from a state space model, IEEE ‘Trans. Automatic Controt, Vol.a5, 4~17, 1990. SE ELS, ILIKE 8 —— aI PAE Ah, SOT: RAE A AE, 1996, 35.Sie HRB DEAE ROSE He Se BS Ue Sy RR a 2 I] Sat SPE, 1 eS A PR EM. ARTRESS, ABT KAP REEF URAL. WT REAM PRBS, RA) A A SL — Bf Ab 1 SH — SEPA TRIN aT 0 ~-{ 0) —Pmxl SARE FRAN {exp(i2afm)} —P PE RA OMS f MER. LER WOR en (f) ELM (mt 1) x1 1 ltt emt f) = : eiltirims SEER, N PRG AEA o(n),n = 0,---,N —1 AY Fourier BH (DFT) AWA A APR Nat XA) = Do a(n = eff _ye SH 2 = [2(0),2(1),-++,2( - 1)". BARR, BRAT 4 St 2B HE (5 Sh a a BR, TT SRRERE, SE BRE PE AT Re PR, UF SEA EAN EASE Hermitian Si Pe , 182248 MF (Hessenberg, SEDER AMBRE), Vandermonde MPI Hankel JER. 87 Toeplits JERR SAL SAR AOPREA, WARE RMR ASABE SSS, ORE RO Smuee. 2.1 Xt AR AEM A OF RE Sp Bn as]: : Sep Can PFE cays zas gy HEE AO RN BEE PR, TE Oa Oop gn PBS SY FH a 3 EB SER AR—TROK 0, RF EMMAMRORAM, BT NE BE PE AT=A OM aj =a; (21) + 36°OS A eA P AR B MATAR, MAT = A, ASCRIBE WT, A™ (m EBS) A+B ORT ED. ‘SEO A 3 Pe fe PCG ak (HT 3} TE ERE ARTE EER, ARE HR SHE, CAMERA DE RH HE: ao zy a ee AGATE set . came | BRMMAT ROR RHETAMATS, 9 WERE DFR axeen | MERMROT RIE | Ay asm | WEBB D TERS > 0 (earmst) wien HEGMRATEDR <0 (GasH) eS A . SEF {30 Game) (i n-1) a Ag, = 0 eter | MEMMAATR. w | iRHAn anreamamer | wy. > OA <014G se Pe REP, PF =P. SH 21 Pe REPEL eH. RATE AT = —A TERRA RO SEERA, BIR, HH AL LR He, EMBL MTR ERE, MRNA OSE AA TIE: aye {* fed (2.12) PL nan, ats BARA LADLE 1) AW BABAR AAEM, AAAS BOAR IERE, A AY at FE (BM) RR ERIE (RHA). 2) ERIE WAGE A MOTEL MARIE 5 (A+ 4°) FU tai 4 (4 A) 2B. EPSREDR IO AL AL AO AERA SIE. RRP TM 0, SRM JERE, AE WTIEHE O = (0). RY AUATDEREAL R12 DUI OTR AAR MERE (Et AL HH LAI WA): d, 0 0 0 d+ 0 D=|, 7 0, (2.1.3) oo 4, RE WAR'S WD = disg(d),---.¢,). BR, PRE EA ERE 37.WT RR. AST, aR xn EE, HET GEE mn JERE A, TyA~ Aly = A RM, —PRBE PREY 1 WHE CWE px 1 BARRA, 32H el). REACH RE BERD = Pleo BT pxat, Rik) THA 1, RERKYS TSO E RAAT & tae FEE SAR RAL PEA. 1) 2E3R A 4, 4 9 bn bay DA= 2 a bo 0 dy) Los Bae did) dybyy dba | dobar dabon aban gta aba Ea = [abs] 2) 3K A By bye os bn] Th 4 6, + bag ap |™ baa by, / ba tan + band Lo db dabyg 1+ tabi | dba dabuz +1 dnban dyin dabya abn = [a,b] 3) PARE a SEE, 2, BOD eSB ME, et A 56 Re A TS PE OA, ee a 0 d =a HER, DA= AD =dA AT (OR, Sic Bea at bin bon AAR RA ERAGE (persymmetric matrix)? BFE LEAF LRM EMMA 3BUIE TBE Dh aed EATER AEN a, BTA Pas Por Ps Pra fis Poa Pas A Pa Px Po Pi Par Pa Pa Pat 1B, RRR WE P RAS HE Pig — Payne) (2.14) PART AMERY (EON SEM APRA PE) R AREY Ty = Pca zn xm PR. SH SMRT AREA) AR PRS AE MME AR APE, “ESE PE RI PR Hormitian SEP, SURI PA MEP CRT ARSEPE, ma th rh :] Tr. Faq Tae "31 Tar Taz Foo Par Par Par Tar Map TGR RTF E ty = 05. = Ta peineaes SP spe GRERRIE CLA m SLIT ATES SATE RROD x EAT EE. OER, ALS i,9 So ATER RR AR . ea - 4), j-izo ented ={ 5} oan f+, pio 215) RUA AY PRT KOBE A RETIEPE, FIDE Cy. Bi enl0) ep) egl2) cp(3) en(3) ¢n(0) ent) enl2) eni2) ep) ep(0) cpt) ert) er(2) en) ee(0) we, BTR E MARA, FARA RST I WA. ALD, FAT aL LEE RE BE Cy: Cre ey(ntb—i-9), gtint (2.1.0) extn = { FRR 4x 4 2 SEM — TOT, en(3) ¢,(2) 4,01) ¢,(0) €7{2) @,(1) ¢,40) ¢,(3) er{1) (0), (3) oz (2) e,(0) €,(3) ¢, (2) ¢,(1) DRE, FRR TR LTR MBE, HRA CREE TATA hat BA. = 392.2 REM A Ete se 5 HR A AE BRE A A I. SRIE ME ZH ONE, J eo, IER oO Oo. - lo Jat, (2.2.1) 1-00 CRERRMMR ER ARE 1, WHAR CHESS SS. JIGS TTL (OR (HR). ABLE, AJ, SR mn SDE AEE A ETT OM RS CT Fob ak PR BT): Ami tmz 071 Ormn, JA = : : (2.2.2) ay Gas an 1 Ge oe WAY J, ATR A UAE A RUE Be CORRE Ph ae Bi AH RAN): On 2 4 AJ, =| (2.2.3) Grn *'* Ang Smt CERT DURA et, ROTOR A J EE AR. SPEAR, Jo HE AL he IMUM, it CTT AT CT OM. ABRIEJST — J HI? = JS = 1 RPMI, TT = PRY BORE ARE APE AM (involuntary property) BSE, RAS ie PT = IPI P= IPT HAM, HP RPE RAH, Ml R= IRI, GRAB, WR= IR. APR RTE RIDE UAE BOR BME (n= 2r) RA, HATA SRA BSR: A R Reven = [ais aes] Ep A AB RARE A IR or REP, St, SARC aR (nw = Or +1) OY, RRL Bp 5B BEAT LA Sh Bes A or B Rug | 2% oa. hy JBI Je IAT SOP A a] BAR REST r xr ROBE, Jb x RSE, oc Hr x 1 Bo We. nme BETA BE EN O10 0 OO O Peli cio: (2.2.4) 00071 100-40 40:RSS. BMRAMBA py =10Si M. SATS ThAR RRR. ES re PRA TS s,,(t) “RASH SER SER. Arad a) AB BLU aR 25 IS IR) AST A SS . S In Be T S te e a(t} = As(t) 2.7) HP se) = (0, yO)” AESRAR, ARRAS RRM RRA. iD i, Ra SER ae A, Se wit) = a(t) + u(t) = As(t) + w(t) ESR ARP, IE RE A OUR FR 8 TG HS, RAE MEN Pol, RS y(t) EAA, AE) MH o(t), TR, RNTNS Hee TE: u(t) = Pa(t) (2.2.8) A.Fp P wy RARER. ca (2.2.7) Blak (2.2.8), RPA A HE: y(t) = Pelt) = PAx(t) = Qali} (2.2.9) BR, HLM Og HA, WAS oft) MATL (2) = Qty) BR, BPC ASSES AMS PRE ORF. SI, fae CPIM 5 BOR TERR, (B AMES ROGER, LLEKREN. Bate, “ea fee Sik oy A MM KLAR RTE RRP ARTE OQ Pg MEER. 23 ERBE SESE PR 21,2, € CY MR IEEM, Bale, =O Sic A Sh). I, HME RIA, AD oar, = 181-0 +, BRP ERA RAE ESE OO E231 —VERVATMRAA IN. EM RD (2, eg} BERM, HALE O ayy trae, FE = 00 = E Mootasalles = Fi laPet ay, AA RR EEA: LA ane > 0, Be Oo lo, aH, = Sh OMAP BTA a,? =0 BUA A a, = 0, Arti fea, o,} RB Praia By. 7 BNW —KM AM Qe RX" RATS, HOT = 1 —BM MU CoS AMER, HUNU = I. HAP aE SIE PEW FSI, MO PRR tie a 8 2.3.2 EEO) HU CC, PARR SH 1) U ERE QU REARM, FAUT =U, 3) 004 = 7; 4) UF ABER, 5) UTA RR TE 22 2 6) U BY FT 2H wim METE 2 2 MEA te C*,y = Ua fi Buclidean (jE 45 @ ft} Euclidean EAI], BY yy = Ht alte, WERG -SE1) ORA 2), AU! ANE PHAR Te, SERENE MRE TU? ROE. AMY AB = 1(A,B eC") IY BA=J, SFL 2) BRB 3). BN U4)" =U, 8) RA UY WAR RE, BD 8) ROH 4). EE ae A A aT Ee, BELA Lm) th. I EEK TY, Hi ul) Ho U WHE, MBA UAV =) RARE Oy) — { Hieet 1, Hint Ault, U8 0 = 1 Sh RE, U A PUREE EA. LIEW TY 1) 9 5) BHP. Ves BE 1) 5 6) SR Lr. 1) SF 7) BOE AY AR A I DER ee, he eB aT ay [y) - 42EM 232 A B= UN AU ER Be OX" HG ACCU A. SUR U a) a (A SIE RAY), MPR BAS A (SE) ERS OTH MWS Hox nM A= (a) MB = [,) RO, We ED ht SS bel iat jet tj SEAR FUN ek g y Jo,)|2 = trace(A” A). Bat, ASLGERY trace( BY B) = trace(A’ A) Ba). it PR ARRIBA RL, OA AM BASH, MB =U" aU, SAY trace(B"B) = trace(U# AYUUM AU) = trace(U 4AM AU) = trace(A¥ A), IAT Wik. . 3ESE 2.3.3 10] trace(A" A) RAMA E EB. SR AE AA TE Se BA (GE SBE) ALY SA (A) RE SHEE AR aE a 2.4 Hermitian #6 fr Hermition BZ H, RNKB-TAT. © f:D4RRERPM DCR AM SEAHAM 2 He) =[ht2)) = [z| eR er, PUGH FO) Monon SRG, CR 2 HORM, TEAR ILARech AeA AHERL, BLe BI BRE Wd AS — HER A RIN SAMBEAIISE, HLATIONPANAE, BF ay wy Bape, 32,00," ViGaLQeoyn HUM Hessian EGE HM = (hy). ERR, MAR 6g = 1,2,--y0 BUA hy = hye BH A= H?. Bb, SRT Ee St WY Hessian JEP OME. BLE, ik FATT EN EE RINE. HEM 24.1 Bi A = [a,,) © OC" HRA Hermitian HY, BA = AM, Beep AM = (A‘)? = [ok]. 06 A Ae} Hermitian fof Hermitian #y, 2 A= —A¥, Herraitian $5 BY M47 DA FEA: DMM AEC". Hie A+ AY AA ft AMA 352 Hermitian fH. 2) # A Je Hermitian (%, WM A* MAPA k= 1,2,3,--- WA Hermitian MW. 4 A WH 4Ea See, WW) AW! i Hermitian 4. 3) # 4 #B & Hermitian (H), M aA + 5B RPP ASEM o A 6 IKE Hermitian Hh. 4) AW AN xg ACO" fi Hermitian A. 5) # AAI B AI Hermitian HWA + 6B WARM o Hb VMK Hermitian 6) # A & Hermitian ft), WY jA GlR j= VT) #R Hermitian 9. 437) # A BR Hermitian (9, Mil jA J& Hermitian ff). BE nxn RQ din xn EA In TRE yg, A. A en Ot FAIEPE A = diag(Ay--) An) AA Mn PARADE. THR, A Ban ME TEM MMR , BAR AURA A=Q4Q7, A= Q''AQ FER QA Biba AY. SOR SEAS AMBRE A th AT Hermitian 3 #KPE, Ml A AE — AN A Ax AQ? = al (Qytange ATSB LE REL, GAL Qo! = OM Al A= AM. ikaRA, 7+ Hermitian HRA AX REE, MA ASE S SS, WE RARE, HY OQ" = Vag WA, QR AIS. Alt, Hermitian SPER LAU SSCA AHL, BY A = MEU RBS. HP R- BOMB, AA FOS CS 2H 2.4.1 (Hermitian GRMHBEB) & Ae C™" HEM, MM Aw Hermitian 6 Re, BARAT U CO" ASE RE A ROX AzuAUH (2.4.1) BA BS Hermitian (SERA) BPE, MOL EAE PR ATE IER Pe RO Fh SEA IER A © RO eR A = RAPT. A (2.4.1) 0 — AR ATE RTT a BB SP A= Aaa! (2.4.2) is SR (2.4.2) FERRE AEE A AO “iB AR. ALEK BS. AN = (U8) atu = ate RANT * — 1 Als >> 5a (2.4.3) 5k LET EAE ANH FS. ‘5 Hermitian 56M A RAK ITD EERE (e, Aw) = 2! Ar = > Yay wpaj. COREL EE, AHA ET HG (2, Ar) > 0; SORE EN, F(z, Az) > Ove, A ARAE RARE SM, WRENN KRR ERR ESM. SAR OTH MOREA ABs IE BY, Hermitian ERR TEM, 4 BOM BTA UAE ELSE ot, Hermitian JE PEPE dM). 43 Hermitian $827 0) = KAUAI Hermitian $6 HE) Rayleigh FY CAI tm, Rayleigh-Ritz 1). -44-EM 24.2 Hermitian hE Ac O™%" it Rayleigh Bak Rayleigh-Rite by R(z) — aE, ELA at Ax hy Rie) = (2.4.4) Hts 2 4A RF Hermitian SH MEAN Rayleigh AZAMMKR. RNAAT SS. SEH 2.4.2 (Rayleigh Rite BB) 4 AC O™" Z Hermitian Mh, It A MAP ER BUMDE Amin = Ar S ApS SA S An = Amare (2.4.5) HE, WO) ete sacl acca, Wee" A Dex = dq = rma AE max a Ae AO 24 z giant Hr Duin =>, = min 282 = min 2 Ae 40 oHz ~ gant ERA FA A & Hermitian a, BULLAE PSSEPE, {7B A = UAUM, RR A= diag(Ay, Ay). FEF 2c OC NN ae Ag = 2h AUF 2 = (UF 2)# AUN 2) = aot 2 HPS (OM) RE, a Nin Do (UM2I2 <2 Az = SAU) 2 ‘ aia DUMP ‘1 ERHU BAAR, Ua Dos)? = They = ahs iat GE, BARE T Ayre = Amina he < 2 Az S Amat = ete (2.4.6) RPMSRRUBRAA, Ye RA MMM PH A, OREO, A at Ae = 2 hye = dyeFeTELA Ay, AYR AR Se SR URE AE Sh ASK (2.4.6) Bt Ae # O, FE AMMA Rayleigh PEASE KP Ss MRAP. «RASA, SRT, BEL max =-2* = 4, (2.4.7) fis, Hex £0. BANDA ci PE, RAb (24.7) BO TARE max, tara, (2.4.8) Af A, CBT HES LEER. . Te SEE, AS ARR M—} Hermitian SP A A ve J VERGE IR. BREA (power method} Rig #2% ECA — #7 ik. PLM, AAR A ie oy, BPP UR TE TE Yar = AR, (2.4.9) ORE th AAO — ee A Me. Fan Boe = ulate: (24.10) " DERE ALB, WC. TEA DBM oO, HRCA, oo, AERO PAE (ip. DRO A A A og ASE BLAH EA EE ME Re Se, CR RT RE TBR BS ANG OE A ESO, BAT (2.4.9) Ye. = AT, (2.4.11) EDO RE Avgt = Pe (2.4.12) eae A EAR WR TL PRA FT LR a A BY BT AP EA AT A EF SURE A Fs BRA RT A PEAT o GR A PAE, PALA — J OR TE AR SILA ELA. BIA RR BE A, SE BORA 1 Akt Ap a MAHER RHIM A, WODT o HOR AR He GR. RG — BAA HE SF AH 2S oR (2.4.2), PRATT A By (Ay - ear") > Ay (2.4.13) 248HR hI, BPR RABAT A STAT HE OE AA. EX243 SACOM BP Hermitian HE. A MBE (A) BLAS eH HA) = (A), 7- (A) fof) FUP iy (A) eA RTP GE ND PM, (A) JE A OTE NO HH, to A) AEA OT (SRE EERMU RS BBE). APL Bi, (A)~i_(A) Ma A O7F 9 2E (signature). UHR, Hermitian $48 A Be Hd rank(A) = 44 (A) + (A) eR. KARA EEF SORES ERP AR EEN, REBT RME FRB. 2.50 ae al WEA a, =0, |i—j] > k ABBE A C™ RH APMUMEPE. Ba, = 0,¥E > Ftp, BATA ps Bay = 0,¥5 > ita, BURR A ALAR g. BRP 8x5 RRC, CRE LA 2: eoccocxx pecooxxx SoSOuxxx eooxxxxo eoxxxxoo SP x RARER. ALE — PR BAR SRR, CRRE MBER. Ac Cu PERS, APES ig] > 1 ita, <0. PRAT 6x6 HER MAT: ooo exx SooxKxXx eoxKKe ox xX Oo KX XxX OOo xxoooe GR, “NRL. PRR AA LRT. AAA, & J& FIR Hessenberg $1 8F 09 — M5 HH. non EG RIRE A #6 L Hessenberg 2B, AHEM ABR: a A 41, 2 ig 7 an G2) Ayn bag ot a Gan en =|0 0 ap ae a ee +4.SEB A PRE F Hessenberg ®iff, 4 AT Ab Hessenberg #0. BX b, HASH RR—-TPARE Hessenberg, Rat F Hessenberg MIE ARE. WRK a; = 0,1 > 7 IRA A= fa) ALS, RBA Ay Sy ig Ap *| 0 San HRSA a) 0,0 p). FARE aBob, BD TR RO) Ae b= [b¥ Boke (2.6.5) AREM, X (26.5) $y OFS MHA AIL, MRA TE Vandermonde i PROT HRA BA Ma tp oa—] : (2.6.6) pt pp. He Oo, ed (ez) -1 267 = Eyy=t (2.6.7) 3 (2.6.4) Stat N x p JER ® RAG SADIE PTS VA BY Vandermonde PE 2 -~. AA — Bp sh (2.6.4) Ze Vandermonde SPE, ERREBTATA HS wT GAR (MUSIC) FFE AT IRATE PUIG RA EB: 1 1 - ood oh eb 1 ek e= t i : eh N=) ghaN-W)., Qa) THA, RERRAKE — MASA MB Vandermonde PAR. TA SH Vandermonde 32 RE i) Ra Zs), SRE PI nxn B Vandermonde $2 PE: Polo £ a ay A=i! FL), met (2.6.8) eet apt get BX det A= V,(a,)---5@,) (2.8.9) Ly Valarses¢n)= T] (a,-«,) (2.6.10) 1ejsien MASK oo NAT 2 ERT PE o ROB: al Sa, TERRA [2] > a USE. FASE EE A(z) FRE, fag2™ 4 ag 2 be ta ZH My Sq + 8y271 + oysF +) Sgt A by Z be t lygt py HO APD = AAR AA RA, AEN HM ~ MR: S980 = Bo p81 +445 = by (2.7.4) 88 + OS muy te FO 8p = beg ay3p + Oy5) ptt Oy Sm = 0, Lamm] (2.7.4) 4 a, = ~afag(i= momt hyo), RA LUGE 2.7.3) BERR (2.7.49, Ho ram. AY, AUR RE 2.7.1, BR ARE 80.8), 89,-++ BIIESY Hankel HPF S = [9,,9]8° CE BAVBERK (Km) MUL, ORE S RAAT, FE (2.7.5) ME, EAB (2.74) £9, TOR mar. Fae, AUR (2.7.4) PARE bby Os EMI GA RRR: dyat + bee tty ape" +a, 2" ot 2 Bsotsyz tae 2+ sta, 8 t SE RC AEA AL ATE AE SP ASE A BTR me EEK (2.7.3) REICH Bm, AGE 2.7.1, MRSC mm (EPR Se. EARS SR OT LA AA PO a EE a eB 27.20 WH SH [se PARAM, HA SoH Rz) = 5p 4+ yz) bye FtBRE: MAM SRR AEM, RES RET OR Ro) OATH, HK “PEDAL HE AE AL. : EHP 2.7.2 TEA ARMA AU UEAT Age BEA EE BD. ARMA #22) M0 7h itMaby Hankel H2RE 4 — PREY NR I ARMA ot ith 2 a Latije(n — i) = Y b(elm— 9) (2.75) a a Peaks, CA ofr) Jk — RU EDR PTD. FRR — IBLE, BRA a0) = 1, 3 BL MA BE gs Fale T AR BEBE p, Bla ny (3.2.6) BAL, BURR Be EUR, MRR. RR Aa Lh ae TORR AT BRUT ART, BORAX MU BB (8) 3 oe Oe AL ABLE REA bin ye HI WR, A A Ra (3.2.5) BIaK (3.2.6) BE TARE RIE Mea BA, fn HR A A HB Be 1, isn { -1, i>nm o= (3.2.7) BANAL BURIR 2, FETT T AE a GERI rag PREM, TRIAS 2B PRUE SRA, SPR BTATAY o,, RANA AREAS ANE AME, OY ay BOLE OO MTS IB TRL, 98 (8.2.7) AR RE ST AS, abn, EOLA Pom AVAL aT iit, BUBB AHI Householder See th mR BRE, JOM myn KA, BRR AE HH Lovents te |, 323 Bal 7 OUR RL WA AW Householder RAPA. 89.Se ameL 23.2.3 WALA ACET AL © MY Householder Aa wR Stax, SF GST DIR, Householder RN PAE AB; PHRMA, RATS AEA als Re A OI BF A 3 a 3.2.2. Householder FH HE EM 2.3 STR, Pn xn SEP Q IER, BOT = 1. TEETER aR RG GOAT) AB Pe A EAS HL. RE SCRE BE AA ZBL Householder $28. Suc R HARRI. AE nxn BEE HT ~2uv™ foto (3.2.8) AYA (8.1.1),(3.1.2) fl (3.2.1), AEE He =2~ 2v(v,2)/u%u = 2 - 2P,(z) = Q,(z) (3.2.9) Hu, n x n SEAR H 83 Householder Aisi} (XM Householder 450, Householder 24%). (8) & v HE 47 Householder [a]. SF tEW), Householder SRE H RUM ATE EM. Householder SBE PLAEH— Ig BM MUG URSA, MARA RMT. Bae RAMA — BES a o = [z,,---,2,)7 € RY, HABA Po BI, ec; = (1,0, ,0]7 AOR hap MAR. kL, RAAT vy ae tae, ATS E wears t+an, (3.2.10) an vy sate} 2ery +a? (8.2.11) #5xh (5.2.10) AAR (8.211) KAR B29}, WF alr tag, vz Ha = (1-257, } g - 2a ° ( vate)? “Ty 60ALE MAMAS, RNNGRS o = tel), KEK, ; 7 vert|zhe, = Pra (1-8 “) ea Fiala Bolt, Aa fhe Bake, RIB, BRAN AT LA AY v= xt sign(z,)|izllee: (3.2.12) i+ Householder Eo 1G TEE Sp AEF Householder 15. A835 PE 3} AF a A BB 5} a FAS th FAR House- holder iB: H=H,H,.>-H, (3.2.13a) Kor pith ye” Hy = 1-2 (3.2.13b) Arsn B—> oo BA Pe BK 0) = [00,1 08) oP ~ ABBR, RAN IEAS TE BER EY Householder SEG A, WU SURAT A ARUP RENE A BOR FER HA BX A ACh #1) FL HAG = AS, IM SLE fa of] BS Boe RR TAC) OF (Dyk) te) (aD fp og (et) AM 2 HA -(: ars | 4 APH yyy” (3.2.14a} wi) = BAY, B= —2/2l¥™ (3.2.14b) FBT AT. BUEN Houscholder $end RAI HA = HA), °F HIE Householder ARH tf) MATLAB $423k 1. Bsk 3.2.1 (Householder |] RMIT) HE mx 1 Ro, FRR Honsebolder Pili) Rv, FUE —-p se v(1) = 1, HF BAA Pa REAEME (HAG CF — 200” Juv) BR BP GHA, LE RR AE PS. function: v = house) n= length(r): 2 = [leihie = 2 teeo f= 2(1) + sign(2(1})e vin) = v@in)/d end v(Q1}=1 end house -61-Bik 3.2.2 (Householder 2H) UE 7 m xn HEME A MF (1) = 1 me 1 Wht. AGUIAR PA aE A, Hep P= 7 = QeeT fel e, function : A = row house(A, ») B= Yate wa tAre A= Agent end row.house ‘BGK 3.2.3 (Householder 3G} YKE—T oe x n BPE A BL v1) = 1 ex 1 fic AGH AP EG AW P= 1 2vvT fot e, function : A = col.house( A, ») Bhat y end rol.huuse E33 8, TEA A PR SP A Mf AU Householder iE #4 3:5 AURIS QR $} A Se LTE SANS Bab Be pA] 3.3 Givens CHA, WADDLE BE a HE Ro EE Be Householder Rob, 3647 ATW HAM AY RE Givens BERG ER ta REA WT aL Be (4 HY LW Jacobi hit Fe). Pl x2 FM OQ RRM, Bu RRA: @ in(@) , a~ [or | tsa) Ph 2x2 TER OQ HE, _f cos(0) sin(0) a= er wat (33.2) AT HOMER RL eH COP, RRND RA. B27 Bae = [v8.1]. ms [ones sin(30°) l= ie 1j2 | sin(30°) — cos(30°) 1/2 -V3/2 Q= WY Q?s = (2,07. BNR, MILF 30° BAM, RMT Ca 2 RAS. B-Ti, wS eos(—30°) a] _[v9/2 -1/2 a= [re coe(~ 30°) -| if ae] Wy QP a = [2,0)7. UBL, FRAT RY LAL AE —30° M4 REA Eo 1 — PTH AE. 423.3.1 Givens Hedt Givens BETG A BOM YU oh EER 2 M8 1 0 9 o 0 © oly GU 5,0) = (3.3.3) oO 8 Oly 0 ° G 1 i j ah sin(0}. @ 9K, Givens #44 Gi, 7,6) 22 1b MANE. 1a. 67, Givens EYE AY BME» = cos(9) Ail s = sin(@) oe s]" fa] _frt | leh be DEE, Huh 0d exafr, s=b/r (3.3.44) kop (3.3.4b) IN MATLAB ag ak: fimetion : {e,5] = givens(a,b} iff=0 c=lisef else iF [| > Jal penal, s=Uyl tr; os sr else =-bfa; c= VTE Py ss er end ond end givens AeA A © ROM" BE) Givens ESRI, i+ AREF [ © gure ES Tr | A iM MATLAB i - 63fanction : A = row.rot(A,¢, s) a= cols(A) forj=1:¢ m= Aa) 2 = Al2, J) end end row.rot A, RUTAR LAB Givens ASEM TIRES. INL, LOTTIE Ac ROO AULRERE A [S c] eRe. function ; A = col.rot(A,c,s) = rows( A) for # A(,2) = 97% + ery end end eol.rot NG Givens BERG, OT ORES MEE AMET QR Si, RNR — Ib 3b SAEZ A, E383 Fi SABER, WR nx 2 HERE A RERTABAERE, JEXD A SLAY Givens HER Gli, j, 9}, WUE ERE A IR a, Ma, EM RAS. Ast, RHE erusmacnsn [si aes 3) 8] ral o a, Ff LRG Givens BER MAHON tan (20) = are (3.3.5) bABET OAH, FU — AF Givens RES, ATL — PRPC A EH, A Sy BREE 2p SPALL PAD Givens 7 2k (Bi Jacobi F724), RATED AB PATER OT cae 3.3.2 {RUE Givens Bef VA — BB] Be PE YT RS! AE BY AE UR Givens BER E — es Hy 1, OY PT — ERWRS TA. FMM Givens He he aeTRIE Givens HERES: 1” th A A Et: 0 0 ved ol, FGj.0,B)= | 3 bo ye (3.3.6) Qo 1 oj? o- 0 i i “2” hE Bh BH 1 0 0 0 Owed ol, Fyn ja,A)= jt : : (3.3.7) 0 a ols OO 1 i i WE FG, Jo, 8) HAF 2 = [2 .---,2,)", H 2 x 2 RE AKERE D = diag(d,,d,). ig a= | al (3.3.8) FA a uy, [te] [fate la, at oyz, mn MipM,=[,@+4 4A a 4,8, +d0, d+ o0?d, BI; #0, HEM ay = ~2,/e) AB, = ~a,d,/d,, si] [etn [2 )-Po] afeQty) 0 JL Mion [205 oo =m BOP yy = -0,8, = (do/dy)(2,/2,)%. MM, Hx, £0, HEM w= [f ¥] (3.3.9) KEW ag = —2, fa; #1 Bq = —(d, /dy)eey, Bl) wl a5.Al rpg — [4 +72) 0 _ wap pa, - [% 5” ellex| 2 ee Cai = (dy fd ag/2yP? | . ROEM, RICHY k= 1 2, JR I = DOM? BRR, RES M, | MORO sow RE Ue, BK J i, BOR TT i Givens REAP APOE Givens REZ HO ERRRTEF, HERG KAMEN, Bu BE MC TTD ae BR 3.3.3 Kogbetliantz Hix fe 3.3.1, FRADE T Givens BEG tPA FR BRK OF SHR. A So BFF RN ATS Givens ERE NH FABRA --EHER. Givens BEE MIRED JUBA OD BC, BET SPR — Kogbetlantz PS HSK, RL E29 Kogbetliants Ste. SURAT EK Hi Forsythe 47 Henriei 4) gf yy ay) ADP i , MAT EEE Q RO HH Lene Re RO" ER A= OR Hman UQREREM, BARR a RH, WR DMP ARR, FERRET O MRO ay. A HE MW OA RERH HEME IL 2c wk [2]. BRT AR Sb ARE ESE, OR SABE TE. E382 HA = OR RPA ACR" OR OM, FH A= lay.---.@,) BEQ = lo. 1d) EASE, A spanfe,.---.@,} = span{gy, gh) 9 A= Tyne FER, FQ = (21.02), HPQ, OQ Mtn ARH, O, 2 O WEE MART she, range(A) = range(Q,} range( A)! = range(Q,)} WM A= QR, AR, = Rilenlin), ER, RR MAL an HR TEAR EL A= QR TARO & FL, WLM ATE: k a, = Sora € spartans s9i} a FAL, spanfay.---,a,} © spantqn. yay}. BRM, AF caak(A) = re, HRI span{a,,--+a,} FLAPHEM A, AME DMRAEP sparta, ++. gf SERA AS OT A ELE . TERA ATA = (QR)'(QR) = KTR, BARAT A] DUG AEE. G = RPGR ATA IF 28 Cholesky [KE FHT RCTUGIN, PEST AT AD SCAR OP, RAAF TRL +1.FR PB EHE BI QR ABR ORHEIE Gram-Schmidt ii) QR Sh. RA Householder 1H QR $B HRA Givens HEN OR 40) LL RR AAE BAAR Dab be EH. 3.8.2 AGE Gram-Schmidt #6 QR AH CF 48 AAA Gram-Schmidt jE SEL, ME AGESTOQR BANAT. Gram-Schmidt ES ERAR— A nA a, ,a),--,0, Be EAMES, AERA LE age, On FE. WE, Hc, ARETE RAL OS RITE 9g, BD Ry = 1 = Hell } aa) an a/Ry PR, Moa, PRRAS a, PATE, FRRETTHRMEIE IL, FER ACHE gp: Ry = aia, Roy = |laa ~ Riel (3.8.2) 4 = (0 ~ 1 Rx2)/ Roa GET, Wikay BRAG @, Bla, FATA aE, TEMLT ARNE dL, Se MLEDHCAE gy: Pag = Gey Roy = aff as 88.3) Rag = fas — 1 Ria — GeRoal = (a3 ~ 41 Ry3 ~ G2Rp3)/ Rag WEEE, WATE (2 Sk ATER REO R, RUBE GRAPES o. FTN TH. Ao ten. BA #10 Gram-Schmidt #£0, & q, Fay A Rog Wit A (of + eg )as = affas + ea] a, (3.8.9) WAGE Grama-Schinide 264, 2K Roy AT ROVE a Mal? =a, - Rig, WAR, El (a! + eat )(ag ~ Ry) = af'ay + egi'as — eR, = Gay (3.8.10) HREM, (3.8.9) 4 sk (3.8.10) TAH, AMAA EE FAS SOMA. NEA [Rag | Fig OY, $B IF Gram-Schmicit 22 Aik 2 09 SAE Ee 3.8.3 3RFt Householder S428) QR 58 OLE UT AUATAIA Householder #8 SURAT HK m =n RPE A A QR SR. TATE S007 (B, (MERE A Hit & 1 2K Houscholder BHa, CR AM), ap ACD =H, AG?) = HHA falta. at D}, ke 23 FFA &~ 1 URAL PERE: AD al aN 0.0, 9 k-1 Flt, 38 k 2K Householder JE #09 MYA ROREP AT kL PUAN, Tee AOD BY SR ke Bi fy Fe Bi teen os att = [aia] | a, [ewe] | 8 aD 0 ik AS PREM AGH) YE GF Householder 2688 HAG") BPR Fy 0 | ko. a= 0 H,]m-k &k-1lm-k FIR RAS HAL T WEE Gram-Schmidt $40 Householder ti PH # QR SAB AIK, HH REM LA So. RTT O OE 7 I RE 5 MA STR RA REDE S, PG REALTY CHE OR RA idk A). 3.8.4 5A Givens Heh) QR 5 Givens Hes th BT LAA KG QR RE. FALE 4 x 3 DY GUD Givens QR Zh iF ty BAA 8x x x x x x @ x x x x x x x xlagle x «| eyle « x) oa )0 x x] as fe ele hele s altos Bx x Oo x x O x x Oo @ x x Kx x x x x x x 0 &@ xJaylo x xlaylo x x oe x) "jo 06 eye 0 | a 0 *« ou 4 oo 0 ToD S Ra Givens He Hew ti RBM TGR. ALI ADD BEE: RS GS, (LEAR Hh ME 7 HK Givens ERE, Ml QTA= RBES AEM, HQ = C.-C, t RETR RA 38.5 BF QR SPRNSA RITA ABIRIEM y, = OPO 47,4 = Lk AREA, Hy, RR, RE As, Reis Be) BOY LB sat Fe ARE) oF min WA6 ~ yll2 (3.8.11) BB EP AT = |b. doy On) MERZ. BA AAA, Mh 3.8.1) BOM — BL AUR O° RRIF a) SR REY DASE: AT Ag? = ATy (3.8.12) LRM Bi RO = 1, Rp R= ATA Al = Aly GR PR RE. EUR ARE (3.8.22) BUFF IL MDA EK, BL eT PY EKER BK) Cholesky 5): R= GGT, REAPER = EWR CTO = Gor, iti, HP R= ATA HRS Be A PRR, PAL, SK (3.8.12) BEL OA OT A a RY (BT HERADA), WOE A ABA MR A, ARR PERE AG EEN. ARS OT AAR AMA, AE ROSIE Rh —3R (RLS) BROAD SPM, BLP HH Hy #2 eee [12] ak (29) FA UT DU Spree OP) ABR at Bs BR TT RAH. BUA UT DU Shae Otep U Ei, DOA SE) CoML HE, (ULE ER ER ee th Er ARR A Ea. ML, AW OR TRRAT REAR MRS. KS QTAS [t| (3.8.13) Hao Q Sb x k TERSEPE, R fbn xn 1 SAE, HT Enclidean (AE 8% Ly TEM) TERRA, PL 3.8.1) SHS min Ilo? Ae - OF yll3 (3.8.14) a nin [RO — 93 + BIE (3.8.15) 79.sob Ty = [2]. ua 7 @ESUR IR, 3 (28.11) MRSA AINA RO = 9 PR, RA WE n(n 1/2 EH. BARES F [GIF AUR ROMA, SAAT IAS Hse (8.8.11) ZE (k +1) BAIN sK: «lf Ag day I elas LeU PREM, LOEB ATARRIRT AN, ROR. RB, TAS] Od WEB, FR (3.8.16) MARMARA EY FE (3.8.17) RIMES, GAT BEA AEH. 5 5/8 3.81 4 A= ol ‘| A Qty = [%). HP Q AiERMM, R, RLS Fe, RUZ (3.8.6) BURL ESSE MR ER ope |e ]o- ( )f, (3.6.16) (3.8.17) iE 2 af aa | Phe A AR, aa [de | on at APA = MATA, + bey Shy = VPRER + bagi dhys = ATR (3.8.18) arf AT [;” | = MAT + Oey 1Yes yt =P [EY ovr énane = MRTG + Seartear _pe [9 =k 1% (3.8.19) PRT (8.8.16) LARA AT AG = ATy WBN AREAS, wish (98.17) BEF BERTROY = RT y Wy Rh Re MAH A, (88.18) ALK (3.8.19) ERIS AURA SE (8.8.17) (BEANE REICH 8, ME T OM EET A 04, Be amma [A | ame, DUE Ry, RTH RAE ART Re Oy = Bey BPRT. TUE, BE AS RO SIMA TT NY QR ARIE BIE QR SOS BMEREDE. F HSS SA A ALAEAY Householder QR S+AVBLRHERD Givens QR fat Hy R&R TES He fait. 803.8.6 2 Householder SMR NTS Mat 4p H,, 38 (m+ 1) (n-41) Householder HERE, CERIN A, BSBOW LL = AS RE A, HI Oi ats Ai FT mats By ae Fags Fam nm tlt 0 0 : 0 JOH Ry Am xem Eb SVIERE, EE As, 7 EERE, 2, 8 mx LE. AT BI (3.8.20) MRA QR SAR, MAH, Hy m 7+ Householder SBE KES wel H,, = H,(m)H,,(m — 1)---H,(1) (38.21) FRE DEUS ADO, §=1,2--,m (3.8.22a) ee ay. | eDa DY = | e (3.8.22b) a Det) = Dt (3.8.22e) AUB Householder $8 24 MULE 272%, Hn(3) tH H(i) =F — uli” fo, (3.8.23) BOE, WME Km O a= le 94 = o4lerg + lal) > (3.8.24) 0, gsi uf? = | at + sign(al)ay, j= 4 al, ji (GHAI, WEE, OTR TL. Ee AUT A@ — yg? (3.8.25) -8L-oh gh =u AD fa, (3.8.26) AF uO Wn G1) PRBS, Bal? 0G =i 41. n— 1), HDA (3.8.24) AU (3.8.26) BT LL BAL A a Py + (al)? (3.8.27a) o, = a, (cr, + [al |?) (3.8.27b) af teign(aa, =m, 9 =e w= 4 a, jan (3.8.27¢) o, HE i af =u" AD fo, 1 = lOO te Takes Teal (3.8.28) Hep i=1,2,- ryan eall, — Faast im (3.8.29) AW (3.8.27) Mah (3.8.28) HEA (8.8.25) 8 ul? A gy, HAGEL T BIEN Householder QR SAR Ett BS, for j im ) Vey + aly, 2 = aca: + lal); 2 + sign(ay Joa; [osu = al) fey: , % for j = i:m+1; (3.8.30) ai + aa; a a nls al) = al} = dts end end HATE, PHUKET OR DMN ANS RA a, wk Be ik [22]~ [26] GF CAK [LN area AS HS TLE, “COA AB eT A A> SP 0 bt AE aR: 1) EBT QR SHR QT A = Rp OL = PAE RS Ri 2) LARTER AR AER. TO “82Om?) iB SE (m Hy RCRHE NE), Adi, BIAS Householder SHAT, He EAL HE Om?) rig. Iw [10] A LIRIK Householder OR 5} MIE RRMA = AE ARM BURRS RE, HT RA O(m) SRA OHR REA, Ae AR. % 1. tate n= 0,6 = Ay = 8; f= [he 75 % . 3 f= ws; fh % Householder 4 #8 Wei Ws Sea fori=l: Wo = fF ga odat (fils p= hm Wf a= Fa + sien Fi) sign (fg) TH fox fa = ~sien fides 7 = Ames +E brats mi Finer © Simin 07 Sintimer = mttenta ~ HT) Tes Mp, T= Tongs aati % 3 On, = Saf Lng Y= 94 Sins rigr Seat = fama 87) 8: = if fat end % 3. Hire if T-Flag = ‘True Stop else goto 2 end Herp T Flag 2A A hie. 3.8.7 EF Givens RENN E SRA RBIS A AE ks EAE 8, AER S,, AE BER 64, 4 Sh. PATA. FCA A ALSE (3.8.17) RF ean = + Se (3.8.31) of tr },. . MIE QAM, Cie: 5 { ARe) _ [Re jae) [) feaHaat (3.8.17),(3.8.31) I (3.8.32) 34a, 6, PSR HELE BS el@ arse {le [ah HER BT A fe =|] é- a. | (3.8.33) Yeh SUP uo = Vea — OE, Bs, 6, TOMS A Pu ib = tear (3.8.34) Bw, Pg, we tulig| ° ] been (na) WT RM ER (3.8.92) 09 Q, ATLL Givens PRR ARR, Cast (3.8.32) iH OE, Ui AF Q were st (3.8.95), MDL ATREM ODE AR, | 3.8.36) Sha thes 836) RTT ERNAR. REALS, EG-PRRLR PRES: Q) BORE a1 OL, (FB “Ispr”); (2) HAA (3.8.38) HH (n+ 1) x (+1) KEE CF ARIE “newar"); (3) A — RAN Givens REF LIRA RR — Tn PRR AS (FRE “sweep” fil “givens” }; (4) AL = PIB RE PE (3.8.34) BEI 5, (FBI “solve”) “FRAY Givens BEE RAP ERHE SBE AO = y NUREHE RS IRS EY MATLAB ee, function X = Ispr(A,y,) J; z= aeros(n, 1); dz = 2eros(n,1); = ACK, = y(h) — os IR, yb] = newar(R,d.¢, A); dx = solve( Ry yd); z= etda; X(k,:) =a"; end function (2, yb] = newar(R, 4, ¢,.\) (ma, n] = siee(R); BigR =[R_ zeros(n,1); 6" es fori=iin BigR = sweep(Bigh, i, d); end R= BigR(1: nl: n)syb = BigR(: n,n +1); +84.function 4 = sweep(A,i, A} mn] = siae( A); [e,s] = givens(A(i, 4) «A, A(x, 4); AGA) =r; Alm.) = 0.0; clam =c# A; slam = sd; fork =i+lin 4 = AG,h) eclarn + A(n.k) * s: Aln,k) = —A(i,k) + slam + Ain, b) +6; Aik) = a ond function a = solve(R, 6) [m,n] = size(R): for kn: -1sl sun = sum + A(k 5) #2. Di end a(k,1) = (o{h) ~ sum)/R(k, k); end FE EGS, (6LRD TRE RE A ALTE y ST Givens Wee, PGI TE A IE 328 WE Q. 3.9 = ROM AR a He BUTE, FRASER ASP AR, REE A AS MRL, SE BE Web PS REA — 4 ERE. BAe LOM? Al LDL? PASSA. FOP, LOM? 56 Oy tek LU Spa NAD, TA LDLT Sp RM LD MT SHR tet SEH SE BAS AAS Bl 3.9.2 LDMT muipit 9q HIE 3.9.1 (LOM SH) A A © RO bh ATER AS MO, WERT WTA = fae ALM APE REA KEE D = ding(dy,---,d,) HE A=LDu" HERR ape 3.7.2 I, HE A AY LU Sh A= LU. © D = diag(d,,--+,¢,), SEP - BD EARTH, HH MT = DOU RM L= MR, Bt (DU) = LDMT. SAR RIE — PERT ERS EBB 3.7.2 BEE LU Sha fm — HE Al. ™ ATi HEA FEO, HERR LMT SAAT AU LU RR, RE ret] OGRE L, DAM SMO ARTA AM. FLEA L nih 7-1 9), SPATE D AER Re dy--- dy DAE MT J-LTOM OCP IS i Sn). MTR LG +1: 2,5), MGF-1) Ad, HR, +85.BAIS A= LDMT WSO fF AUN. HE, BEA ACL: nj) = be (3.9.1) ab, v= DMT e;, K (3.9.1) HLA BAER vA j) WARTS Mee LA: jL: fol: j) = AG = 5.9) (8.9.2) HMR, FAR AB SP MLSE LG t1snd: sob: 7) > AG +4223) ERAS IE Ag+ 1s nj)oli) = AG +12n9)- LG +1in dsj — Ves §-1) (3.9.3) — HIAKK (3.9.2) AREA v, POA AY A ae aj) = v3) m2) =W)/d@), GSU God POR, MATOAASE (3.9.3) ARAL aOR 7 FU, ASL i Mik 9.9.2 (LDMT SR) HAG RO" HA LU Me, WE RY FS AEP LOAM ELBA SEER D = diag(dy,---,d,), FHEB A= LDM™. eA, ayy PMA LG > 9), dG = 3) A my(t < 9). for j=iin Jo RL: 5.1: a): I= AL 5A) vl: j) = AQ: ja); fork=4:j-1 uk +129) sok 1:5) — oRAG HL: gb) end % UPRM G1: j - 1), SRERPRAEAQ 2 7-1) for i= 1: j-1 Ali, 9) = (D/L, 2); end % Feb) TEA, 7) Alia) = 09); Fo WHLG + 121, j), THAAEAG + 1: 1,5} fork =1:j-1 AGG #129, 9) = AG +1: 2,3) ~ VIRAL + Link); end AG + Ting) = AGH Lim nity end WE A RAR IBE, Nl) LOM? SHE LDLT 45 ih 86HE 3.9.2 A= LDMT ARR ERMIIE 4 A) LOMT oe, WLM. EAA OBE MTAM- = MOLD eR) A, RAP Ph, Ra RS. Hit Daa a SM, STE eR MIL Heat AN. HO, MOL RA PSA, PRL M OIL = 2. " 3.9.2 FUSER BRB HE, WU A © ACA), SFE A= x NOABAG al ar € CO" RR PE REE AY — MEP I B HEA BE RTA TARAS A PERE SL. MN, ATE 2eS— Aves WPEA SCC AA GMAT A} OR BR AX =XB. Hee Be CkK Xeon® WELK cange(X) ARTE AY, SF AL By= dy == AL XY) = (Xv) Wit, We X SAAR, BWA AX = XB RRM AB) AA). Hh, AX B ALTy A MEADE SF SENT, WW ACA) = ACB), SPAR AB = XO AN AAR. AER EX £, RAE X Fe AAR. FLW MOE, (I 78 AOR, UHL HELE AO HH ALE HG PN A | HH 8. 513.91 BACOM™, De Ch? HX CCP MA: AX=XB, — rank(X)=p (3.9.4) WU FETE — RE Ue Cmx™ BAR Hag=ralm™ Tel P u soar =[%) 2] ap (3.9.5) pup HL ACT) ,) = ALA} ACB). iE me) [2]-*12] Tz} 22 22 Pep rp eC? Mtg © CO", HARE 2, FD, Ml Tygey = Azz, ABE A € A(Tyy). WE a, = 0, MY Ty = Any, At A © AT). ab, MT) © AM) UAT). HE, OAC) MA) UMTyg) AR AAR REACH, BRCM. BD AQT) = MT) UAT 9) (3.9.8) <87-Bn, xeu[f], fepu eco", Re per BEX QR FMR, FEAR Ad (3.9.4), HTB, HEE) Ty Ty R R [ms 721 (5]- [0] Tr Te Tr Tr uh uM AU = [ AU ROA SELL Bae Ty, R= 0 ATR = RB, WMA Ty, = 0 BACT.) = AB). RK (3.9.6) WH ACA) = A(T) = A(T) UA Tag). Be PRI TE BN ACT) = MA) ACB). 7 3.9.3 Schur 38% Schur $F 1909 32 iH NY KE PE 4} 88 (5) J — fb 8 OY AB AOL RT EL HAS] OB 9.8.1 TT LAEBY Schur 45) fF HF PER. SEHR 3.9.3 (Schur A) HACC", WARE — > RU OMe HG ut au =T=D4+N (3.9.7) FP D = diag(Ay,-+-.An)s ON PHL = eRe. iE Sn Wt, HEPA RRL. BORER n — 1 Brae. BH Av = Axx 4 0), SU 31H 9.9.10 B= [A]) Rt, Fe REE OAT BR nua (A wh] 2 o¥a0 =|} c ] no don-i te, fee eee 0 RR OCU Wb KER. BL, af U = Udiag(1,), . UR AU RES AHIR. BU = [ayy ty) EEE U ROUSE, UW OW Schur HEL. & AU = urs S010 FA ty BATH, MTL (3.9.7) ADFT FB] Schur (6) Mi RRR: fet Ay = Act Sagas, k= rant (3.9.8) AG Ae. FER Sy = span{eny.--- 24), AE ARE IK. 288.RUE AS CM" AL 4 REDE Uy © CO", EEF MDE: Ty = US AV, for k = 1,2, Ter = UR, — (QRSPKE) (3.9.9) T=RU, end AT 0, = BU, = UP UR, = UT, HOME, Ty = (Wolly O,)EA(U GU, ++ Ue) (3.9.10) Ak, S-TT, FA MA. RH, TL A RS. BE, ot (8.9.10) JURA WO AEE AY Schar FR ATK (8.9.9) UM OR UAL, CALE Schur SRM RAM HR. RT OR Bett 9h, BAILA EAR Dk — RETO RAR, MT AR oT SIL 1, pp.351~357]. SESH 9.9.4 (SUH Schur 448) Ac RY", RIFE —TERRIBBE Q © RO HB oy Bay Pam, QM4Q= Ba Ban Ga.) 0 0 oo Rone SO Ry LAAT ERT GET 1 1 EE 2 x 2 ER. eo] MCW (I, —BLAEA Schur 4k QTAQ = T HSELLACIE, Se AT ASR Ut 4 GE 4g €O™ aah eNO TE 2 AME, FERRE A alc RO AEA SE POH FAKE ALBEE (inverse iteration): for k = 1,2,-- FBLA — wo = gh) gf) = 22 lIp (3.9.12) AN = [gl*)F Ag’) end BRRAU HMDA (A ~ w1)~) BER SEER A. SBME TOA QR Sek RCE AD, CASK APE ELH AO ET 1) H+. Hessenberg 4} UT AUy = Hi 2) Rt A SES 3.9 SCL RB BBD; 3) BEM GED HMR EAR oc RRR, © A= Mp =r, # IEMA (3.9.12) PAW He = px BE oy 4) A ee Uy. 80ATT RR RARE, RAAT ESE 3.9.5 COPE Schur FH) BA PEA nx mM, EAE A JES AIRE Q ah AE. QTAQ = diag. ssn) TERR 2 QTAQ=T BAPE A HRM Schur HF. HPT RRM, BELT oS S2fe Lc 1 BEAD 2 2 SPE TL AL, ONTO, BE SHAE, 2 x 2 RR A aT et BB a Hi, AT A AL HE AY 2 x 2 FRR. . OR SOR He ie PE EAE AY ERS RAR QR SHR, PELE. 3.10 = aA th ame 3.8 ROR QR AAR ROEM i. FERS E El, MAREN OR THESE SE A a ALA BS A AAS SO, Re tt. 1. Householder 2.34 U3 At ABE Householder $60 Hy, Hy, CARE, HUE Auer = By Fy) AG Hy) By By O07 k-1 =| Ba Bay Bas 1 0 By By) n-& k~1l 1 onvk PIT IEM By, RAMEE. BLE, & A, —+ (n—k) x (n—k) Householder JERE, TP A,Byy Ben ~ k) x1 SR ey MUREMBAE, FEEL H, = divg(Z,, A), WEY r By Ag = HEA, He = Bas k=1 ALAM A xk TERMS AEH. BR, Bk =n —2, DN (Hy-- Ayo) AC, H,2)=T REMAIN. 4H, RAB of#ve Rv* (3.10.1) Tr Byg — ve — wr Ub Spee, AE HW = HH, Fee HF, = diag(I,, H,), A Ay tsk (3.10.1) HUE, OY T= HPA ALM HHP. 202. 4k QR BAF SABXNBHA, SRA-PH- BU QR SRN, UHH SMH A URE RR, BB QR AAR HR RMME, BRS Bt OR Uetk. GHP 2) RANE 9 Ht — BE QR CM T=HTAH (=x fAteShiR) for &=0,1, (3.10.2) MEK NB A ey; T- ul =UR (QR AR) T= RU + wl end P-BE OR GRMN RMABHSR pv He. Ww a oe hoa : T=): : SO Ont Dorr re by hy BR, BUSA wo, OR, FE - MRAM, BRR uy 2x2 HEME Pn=tsnn— tin) = [Fret Yer] CR CE ME. ALR TE eC, oe et det(P(n —1:nyn = Lin) — ph) = [* aa ot, Boe, Huikeal w= a, +d—sign(d)\/d? +52, (3.10.3) HEP d = (0,4 — @,)/2, 3.10.3) 4b AY ye {AA Wilkinson 07! 32 uy, 988527 Wilkinson BL. ARRAY, wp ,,, Wilkinson (EW), AWE w= a, WALK (9.10.3), QR ACK (3.10.2) A= RAM, HRM, sh (3.10.3) WTR MF. FAA Wilkinson B4ALHOM ES OR WALA. BGK 3.10.1 RPA MAL MR PET € RO", FO ZTTZ, Hep 27(T~ al) AEE AIS, wT OP 2x 2 FEA (HE t,t Z=G,--G,_, i Givens RRZR. = (ty tet ~ ban) / 2 tana Bann / (d+ sign(ay fi? +84): fork=1in=1 or(c.s] = givens(w,2}; T=GLTG,: Gy, = Gk, + 1,8); ifken-t Petes 2 beep k end end SEHR TD Re QR 96 ES SR IN ER. TK QR SEES LTA AE iT SE EAE PE NY Schuur 53 AY RUE TT 2K |, S.11 SE RE De SAB RRP nxn BE. MARR A- ABP Ae C) ERM (A.B) HOSE LAER At. REROR AONE AB Sete MCA, B), ER MA, B) = {2 € C: det(A ~ AB) = 0} (ALD) WR AG A,B), HL Ar=\Bx, 2 £0 (3.11.2) TN a HRPEMERE TE A — AD 45 ANDRE AYERGE DE. RUBE OR REPRE BOE Bd AY BSA SEE CA SOE GE We SS OPT SRR. BD, SRE OQ MZ fe AR QTAL fl BL =Qu'BZ (3.11.3) AV eRHE GL PY Ae=\Bo => AS ABY, = 2 = Zy RBM, ACA, B) = ACA, By). BESTA ALA AT AE SP PEE A AB AM A, — AB, FEST AD. GEIS, BUPA PAR aE PETE TRI Q A Z HAE (3.11.5) AeoZ. MAGPIES, th Moler 45 Stewart SRI FH SHAE 8) ARS] Da ERB 5.11.1 (7X Schur HAR) HAL Be Oh, WEE REDE Q AZ AQT AZ = TMOURZ = SHH LSMEM. METRE ty Moy (AMET S, MAB) ALAS MA ERERRTE. MAB) = {tulsa i 8a # OF MER (By) RRO BUA PED. NA+ b+ QINABL DQ, HR, B AB,,) $8 Schur $38, JF Z, 4 — BOE, Bikes ZF (Bp 1Q,) = Sy) ee Lae ae. FR, OPAL, = RS, M OPBZ, = S, RM ES MRI. AA Bolzano Weierstrass 92SEMEN, A PERRY ((Q,. 2.) PSA PPA binn(Q,. 2.) = (@, 2). EBA, O72 MOSER RR, HA QUAZ W7 QU BZ WR ET MM. 17% A,B) BITE at . dots ~ AB) = det(QZ) Teg, — Asi) fa THAD. gz He CPP cae ER (A,B), ELE BE 3.11.2 (LS Schur Sh) BABS RP", MAE EE, OTAZ AL QT RZ Heat be BW) BS OAR AY), SUBLE BI" SOBRE A — ABO XS Schur SHEA] 2 CHEM QHZ OE Sew [2] 42H. Be wt [| @. 1, Golub and C.F. Van Loan, Matrix Computations, Baltimors: The John Hopkins University Press, 1989. [2] R.A. Horn and C. Ro Johnson, Matrix Analysis, Cambridge: Cambridge University Press, 4990, {3] A.S. Householder, Unitary triangularization of a nom-symunctric matrix, J Ass. Comp. Mach., Vol.6, 1958. , London: Dover, 1964 ASSP Mag,, Vol.3, N A. 8. Householder, The Theory of Matrices in Numericnl Ana A... Steinhardt, Houschoider traueforms ia signal processing. IEE 412, 1968. [6] W. Pani, The Theory of Relativity, New York: McMillan, 1958. [7] ©. Davis und W. M, Kahag, ‘The rotation of eigenvectors by a perturbation TH, STAM J. Nume. Anal., Vol-7, 1-46, 1970. 8] RB. J. Hanson aud C. L. Lawson, Bixtension and applications of the Householder algorithm for solving linear least squares problems, Math. Comput., Vol.108, 787-812, 1969. $9) 1.1L Wilkinson, Householder’s method far symeetric matrices, Nee, Math., Vold, 854~361, a6. M10] 2.8. Lin, QR methods of ON’) complexity in adaptive parameter estimation, IEEE Trans. Signal Processing, VolA43, 720-729, 71995. t TE Lit, On-Line parameter identification algoritims based on Honscholder transformation, ‘Vans, Signal Processing, Voldl, 2863-2871, 1994 {22} G.C. Goodwin aud K. 8. Prentice-tiatl, 1984 , Adaptive Fittering Prediction and Control, Englewood Cliffs: 53] G. 1. Bierman, Factorization Metlos for Discrete Sequential Mstimation, New York: Aca- demic. 1977. J.B, Bobrow and W. Murray, An algorithm for RLS identifeation of parameters that vary auickly with time, TEIN Trans. Automatic Control, WoL88, 351~354, 1993. 93[15 1. Schur, On the characteristic roots of a. linear substitution with an application to the theory of integral equations, Mati. Aon,, Vol.66, 488~510 (German), 1909. (16) J. G. F. Francis, The QR transformation: A unitary analogue to the LR transformation, Parts Land Ul, Comp. J., Vol, 2650272, 332~345, 1961. [17] J. A. Witkinson, Global convergence of tridiagonal QW algorithm with origin shifts, Linear Alg. and [ts Applie., Vol.1, 409-~420, 1968. 18} G.H. Moler and GW. Stewart, An algorithm for generalized malrix eigenvalue problem, SIAM J. Nom, Anal, Vol10, 241-256, 1973. 119] G. W. Stewart, On the sensitivity of the eigenvalue problem Az = Myx, SIAM J, Num. Anal, Voi 9, 889-686, 1972. (20) B. G. Kogbetliantz, Solution of finear equations by diagonalization of cuefiicients matrix, Quart. App! Math., Vol.12, 123122, 1956. Py a.complex snatrix, Trans. Amer, Math, Soe., VoL94, 1~23, 1960. Forsythe and P. Henrici, The cycle Jacobi method for computing the principal values of (22] 5. Liang and L. Ljung, Error propagation properties of recursive least squares adaption algo- rithms, Automation, Vol.21, 157~167, 1985. (23) J. M. Cioffi, Limited precision effects in adaptive Bltering, [BEE Trans. Circuits and Systems, Vol.4, 821-833, 1987 [24] J. M. Cioffi, ‘The fast Honschalder filters RLS adaptive fitter, In: Proc. IEEE ICASSP, New Mexico, 16191622, 1990. [25] J. M. Cioffi, The fast adaptive ROPOR’s RLS algorithm, IREE Trans. Acoust., Speech, Signal Processing, Vol.38, 631~653, 1990. [26] P. A. Regalia and M. anethads in least squares adaptive filtering, IEEE Trans. Signal Processing, Vol.39, 879~891, 1991, [27] C.M. Rader and A. O. Steinhardt, Hyperbolic Householder transformations, SIAM J. Matrix Anal. Appl, Vol, 269-296, 1988. (28) P. Businger and G. H. Golub, Linear least squares solutions by Householder trnsformations, Nume. Math., Vol.7, 269~276, 1965, (29) SAE, NG PHA, UE WRAP ALA, 1995. [80] A. A. Brérck, Solving lincar least-sqnates problems by Gram-Schmidt orthogonalization, BIT, Vol7, 121, 1967. . Belanger, On the quality between fast QR methods and latticeSWB Toeplitz #K Toeplite 5 By (fi 75 Riot rf Mi FH Sk PSE SU APPR EE 2. BG, EA ALMOST RRC EERE AP APOE a) RE) PATA SE ED A Tooplite Sth RAL R AY. ATL ATs BE A Toeplita: BE AE TT PEL MS RPE 7 Ee oy BT. AHA Toeplitz RRL ESI BS RE O00 28 L,Y 2 EARP BBR AR ER. ARE Pa TL a AMIR. HER — WHE SPA Tooplits MAME AT RR. 5K Ate. 41 #ERE TEA Sab Ss ASAE HITS THAR, AE a ER ER ME AL Ar = 6, FOP M% Ay Gy Dag Azle a a% = [Io @uy : a, ot ey ay RATE AUK A = [a ,Jhjeg MSEPESCA Tocplitz FAME. Bldt, SEM TER Ae GA, DELLS ERE AF ET UAE Poet BE OC AAD ABE PBA Toeplive, KARE. SOLER IE RE 2H AY, BAe RUM, Toeplitz JEPE ARIE T He At AAT Rpt, SAP RT ARN BRL Be. HEE, “Lowplil MERE — ARAB PRB, 1 — ALS TN) Yoeplita Ri MEA 8H Tocplitz GRE A= lay, ]f jo, BORED RRR RT Paden. AA, RK Toeplitz MiPEAR Ee B13 we OK ATL Fe SR, SERA Tooplive HERE A MCIE A= Tooplag,a,---, a} Bi aL Yi8— 2 a0 A LAY (AR) BEA 20+ ett a) = eft} (4.4.2) =i Tp oft) WEL, HAO? AEM. A olt~ 0) URES, FER eR, ws Soa, = Bleltlett 9 Soete 1 ah =o = 076i) — Yo Pletate —t-a} = SOP ry, = BUrli)et+ ky} A AR EE {lt} YG Baa, BF 6) A Kronecker 5 if - 95He. TERS! Ele(e—k)} = Ove > 0, HE ERGE r= ORD) (4.4.3) HM L201 p, T; r,]fl o " Mov | = i (14) an plead be SS, MBE AH Re = b KOUTA R= [rye BAL Toeplite PR vi ROW ORE, ED ry = ry h = 1,2,--, He AR SELEY Hb Ay ZEKE RAL — FT ER Toeplitz de. ASAE (4.11) MARAT Toeplita MEE, HEF RA Dy, = lAyl, k=O1 0.0 (4.1.5) A, PREM, HARM D> OOS 0 (0 <8 Sn) EBT To Ag AEE HESET IE SO RAE. EP LO: 08 a A,=|0 9 0 (4.1.6) a dU TAP, Dy = D, = Dz = 0. (LB, BARS TH EE T -o?, lt A, RESIS. PEK, SRAM FRMAT REPS, #h Toeplitz MRE 7 EAB TE AE NY. GIS, SE — AR PEM AUD BEARS, PTT SE SG HT ATR Toeplite, 3 BRE IE 32 VE — FF A 7 PK, Et AE AT EK, BBA SR 7 7 =O PROT Tooplhita ER. Hom RHE Ry.) MND, =0 KAR ER, NUE Rp > re REM, BARR {rt > re} BRAK AR IT AE = aalkiags TSM tL G47) = TU {a,, (A) ON x N He Tooplitz $10 W049 ar (St ARP. 2. FRM AL HUB AH, AEA (2N +1) x (2N + 1) HERES Toeplitz AEM Roy.) BOT BRA Boz cT Fayyi= | a ty 27d (42.7) C lx B Be ee RN, ER THUGS, AVA Ke ED ESR. 42.2 Sit GR Toeplita HP Roy, HSE (4.2.7) aR. DE [ul ead?) 28 (N+ Dx (N+ 1) BE Bric Viz A= eT on, | eopaea eH, RB), (A, | Joules Jan) ) Fe Raye BOFOER. oy & Liaw yr 1 ryt 2) (Hon) Ay = DSO mE BE (oe [reve How"]") a Raye, RBGER. TR ROLREM AA, A AERO. UR [Mah S| [ns] =a 1] Bu; + ICuz + V2ra; = Ay; (4.2.8a) Bf VIET Uy + rye = ALO, (4.2.80) 98FIZ (4.2.2) MER IO = CTI RK (4.2.80), REA i (Bu, + va; + CTIu,) [Be | 1 yale = ion +20, + JCu) = ap (4.2.9) {C Jn Bi | = Fucus Vino, + BJU) ven = yn (IBdu; + dra; + JCu,;) L =A Si (4.2.9) ve Us ( Mist (4.2.8b) Al [27 ry a ae = F(Vte? a+ 2roa + VE=T Pu) =a; (4.2.9) ca "| Spam ape. lop 1 rye TW are GORE WIT, (offs en Fa) | ) Rong MOTEGER, ALAA [To]? fbiE ARE WRENS RE FL [dpeten dgtgust | sie mm a eB 42.2 AO, FEA) (QV 42) x ZN 41) AEB Thoplite AIBF Rey BUPA AL SPAR AAT Laat (UN + 1) x (N41) HERE A, fH N x N SBE A, = B- JC PRA OTE FLAG So APB 4.3 Toeplite & 4 7% 4 # Levinson 48 #8 KH FRA EREMI EMAAR, 2 GRRE BE As = 6, Heb, BOGE AWM Toeplitz EM. 3k Ay BLAH Toeplitz SET TRA. Mat, TRAITOR AH Toeplitz ACT AR a, A ER HE, BE A ah HEWN (MI Levinson SI AAL Sees $71 1) MM AAA, ALIS MALI AEA O(n?), 0 m+ 1 ART HR Toeplite AMEN HERE. MBE RHEE H Toeplite aR ELA AE AE AERO A AY a AAJHT. Levinson iB HE A 99+AR Toeplitz Set WE ATTEN. FPS SEM EE Toeplitz FABRIS I MX (Levinson HH) i228 Levinson MH Ol fei LARA HR, Delsarte 4 Gonin LET AN Sh Levinson BLUE". BIUEE, ANT LER 7 — ASHI Schur Shae” Ja. Krishna #1 Morgera (9 #64} Levinson BHEIASE Toeplitz BHAT RAHES BIS Toeplitz £24¢ 5 FA. AAT ALS BAI Levinson HE, ARGS ACAT AL FOG Bb Levinson HEADS 26 Schur S22, SLA PAA AUH OL TIN SAE Levinson 587% 4.3.1 $388 Levinson i6it AG BEAT ID me BREE B(n) = Salman 0 (4.3.4a) is ATE) om DP RAN 8 26 —m +i) (4.3.4b) JL of) GRE me Bh BEY AR ODI 7 PAL, « eR LIE. ECT FHL HD S(n} = en) = Bo) SUE A a FAN BEF Ds AA, PP BB CO AY OY Yd Walker Jp BY) rR) R(-1) Rom) 4p a, [% m no homey) “ (42) Rim) Ron=1) -- — Rip alt 0 FY RG) Re elm) ATRIAL, iA B,, 22m Bir LATA Ae aR BT FE (4.3.2), Bi Ded TA Re MR BF AY Yule Walker 97 F824 y al ORR i} = Ems x fo. ke HEA RRR, FEE) RoC 3) = RG —k), WA RR IEIEAEAY Yule- Waiker 77#8 4) (4.3.3) jo. k=O m1 b-a)= 3.3 RE — a) (By. kom (4.3.35) SAL, Ape PT, AR Pe aR, HPT AY Vule-Walker 272A E, k=0 (9 fae yx [Bm 3 a (es) a, Redeem 1 34a) a ke O,lj,m—2 (4.3.40) k= m—1 100met DO Rm 0 = BB (4.8.50) =o AW 3, EGE BM, MA RST RPL ALK (partial correlation) Ak. LAH HAE BRA mor Saf RG mn) = BE py (4.3.8b) Ba FR, RK (4.3.2)~(4.3.8), WT RO) RI) Remy RO) RO) Rms) Rim) Row=2 = RAY Rom) Rumi} Ro) 4 0 4 = (4.36) HBESe (4.3.2) yah (4.3.6), BRA ala 4 BaP PEO Ie ym (4.3.7a) Boy, = ay) (43.7b) Egy = [Bm En 370) iTS AR AR Toeplita Ate J FRAY (4.3.2) PO Se Levinson 2S fF (1M Levinson-Durbin gf HE) HER. TAR Ze EE I, PAE, BPR a (4.3.70) Seki TA A Me EE RAPA, BD |B.) <1 43,2 $74 Levinson HX LL-H 7 RR FY Levinson ab HE. BLES MSL, BE ein) bee SEAM of!” ALALSCAMT OH Levinson JHE. SLOT, Levinson ae HEM) Heyk i235] DM — SAE PAGE AR PE Levinson HB He, BM MASI THE 1, Sema Al PPA tate F, Yole-Walker F7 FE xt (4.3.3a) AM (4.3.35) BT LA eS HE E, im | 12 7 a pin [im] =l, (4.3.8) 0 101sony [aM fo] ro | 1 |- * (4.3.8b) FH TOM) @ Rl eGesL) A a6) = fal). alter a) = fal), --- fF ALB, FT B—-ATEH leo er son] BI &; = RE). AyD AMBMM. ty ITI = T (RY ¥ Toeplitz ERA BE) BIT = 1 ER Hi DE DS) ATE) -AEBTEMD, DELAY BAL (4.3.80) Mh (4.3.8b) RAI 3K. EAT F ro (diff) -eenasir LGA Ppl) = [7 Oe Oey)” (4.3.10) tf bats, Ho PRREBR Hp es RO A ERS, Se pes py” py poe AYRE AGM, AH (re) i+ om tele, pin) = [am] + (*) = : (4.3.11a) oft al? an tL RA al bal, SOs (4.3.11b) HELL Ef LAB, sk (4.3.10) (4.3.8) HES EP. AEE Yule Walker 77 AE al) LAB LAR AD, tid pO) DUAR AT RS HA TBE. pl) Bt ARR APRA mn/2 PB BRR SA? RM, HX (4.3.10) HR — BB Ty = [Eo 615° Conde (4.3.12) FU pO myRg REE, 3h (4.3.12) Ag SLIT ee ae (m-b/2 ta = DD (et endef”, m= oy (4.3.13a) ms fmaayia Tin = Conf2P eS (Ce em ade, me = (4.3.18b) far 02LRORE MLAS RTS AAR, FRE AH IS CS OO RA. RU, RE aE TURES, RUBRICS RE Rah pO") SR UA Tae. Rk, ARABI TM RES ° poet a +f ey ey, | pom—D (4.3.14) P 0 SOA LT IFOT “4)38 Levinson HHP". $$ 5-H Levinson #4 Osh (4.3.14) 7294 Levinson OH (4.3.7) MB — TRIE BOR, AR A BT OY HRT RE, PRUE RE AEN KBR IRD, 44 Levinson MEH MY RM oy, HF 44 Levinson MET ORS Ak (HRA 6, ME, BOT o,, BRN “SPIE RE SE BO (BRD RE A AB) EE. SRE Levinson. G2: th) 2 Ji — his SE (aE EH, TS At, latsX (4.3.14) ZE5AT HS Toeplite HM TO. BS Jo) . pinay ["% Je bn L0,F et Yael? (4.3.15) on a pene) [pe |= Bin sta 207 aal” (4.3.15b) 0 TED | pL ay Tacs Osta cas Ymeal” (4.3.15¢) do TAL ATI) eR (43.44) MB RO + Tet Yona tee 0 3 + Tosa 0 re 0 pfe + san]: (4.3.16) 9 7, ° a Tr mek Tn Anat aoe HP RAL AG o,, MEUM, rH a (4.3.16) O78 47 30 BD PREY On = Tint Tm—2 (43.17) 25 LAT, G38 Levinson #7 2k F Bey Sp HE Levinson wi HE Ak (4.3.14), EB AT PBK (4.3.18a) A (4.3.15b), RRP RE ABABA (4.3.17) SAB SIR. 2 FARBER HY BUH ALGE RY TPE MT PAE Levinson HESS. BLAESY AE HE SORE 2 kM Sb — ED SMAI. APUEB (m+ 1) AVIA ol = [Xf 2)” He, ME ol ERAT mn MSMR o,, (2) = & ols, IR. PM SIAL oe, (2) = +103Kile), & ele) Rak nl 2) ME EBL, = a Elz) fo. at (4.3.18) PUSHES J AURA, SMT oe) SEM LRSM &,.(2) ZIT RIK FE Fy = Tt. 8 00) = a0"), ol Re REAR, AE a) =O"), ep 2 By BERT A UL AMM, Peale) = 2,(2), LH v2) KAMALM, Wx, (2) = —#,(2), # JH ay (2) FA RBS ist. HUCK, SHR ayo) ARMM al) = (al, af")... af] Kate Toopive AE TLE Tal) = [E,.0,--- 0) (4.3.19) ire. Levinson #2 2X (4.3.70) QAM MAT He (2) = ay_y(2) + Gyxey 4 (z) (4.3.20) SOR BEB, BCP RP EM Schur-Szegi BH; Tea Abe AIC, HE (4.3.20) BE PAM Bh ATE RAE CARP, UA ZA Levinson-Szegé 4x0. FRE TB SAR By) = ay) + aa al2), Re 1 Bm (43.2) VEAL LAAN 4811b) MRA Ras. BLE LAE, p,(=) BARS SR, WE pz) = App (271). BPR BR (4.5.20) 55k (4.3.21) 9 RA, ay (2) AT ELAR TE 5K (43.20) PRS 8, = 1 BBN. WTR RATT 8.) <1 YE, ER ab, THE A, = 1 A TAR. BTU, RHE SA py (2) ARASH RS EK. FH a (4.3.20) 45x (4.3.21) BARRA: Appel) = aCe) F&C), ARLE A (4.3.22) p= EG pl NT eae ME SK p,, = date WAL. ak (4.3.19), 3€ (4.3.21) SHR (4.3.22) aT STE, sy Be pl anti Toeplitz 9 BRL THO = fr De OI, te = Bale (43.23) PAE. 3X 4.3.23) FEFRAE a Th Yeo! Ht (4.3.24) a HF RR Toeplitz RETA AN ARAM MRS oO MNS HCG, POLO RAIA SS pO RRM, HRLMIE, BA SAE 104Levinson BHR EAR. BIS MIR, € (4.3.21) RH, MWA TIN a, (2) A UT AEAA py 2) PSL. SBA AUR SE AG AL, C=) EAT BL] HY PAB 8 OH Oh BH NO 38. ARB, ER (4.3.21) PA R41 OH A, Qa AR (4.3.22) HA a,{2) “PAL Ba AF A ARs (1 ~ 2)0,{2) = poysl2) — Apepg lz) (4.3.25) J ALES STAY APE aR al = al", +p) — dr, pl), wink (4.3.26) 380° BURAK T SOE Levinson Fjk+] 4 HM Levinson BIZ fal RA. FES! Bf 5 POLY HE SK = A HESS AR. SERBS SK (4.3.25), FA aye) A Pay} RAR ay (2h AE, WH pg (2) A pyle) Bak ay); Ml, PRAHA Tevinson-Szegd & sf (4.3.20), WEA Prol2) — (1+ z)pg(2) benzr i) =0, an = AA) (4.3.27) ALES A, ME Mk (4.3.22) Mr, AE Yak (4.3.23), that (4.3.7) 4H, Gh (4.3.27) BAY AS RPA a, POSE OK = ef TReds R32 MERE, th Fm FT ELAVAT SK (4.3.24) MA pg{2) REM, MRAT AT OE He: BM p, V2 ym + 1 BPA AC EAR oe (4.3.28) Spat (4.3.27) FESR IH. BBE aR (4.3.27) (4.3.28) aD SO Pata pole}=2, pilz}=l4+2, t= c (4.3.28) FRE (4.3.24), (4.3.27)-(4.3.29) DT EBAY F inf EME TEE Levinson $k. HUE 4.3.1 (438 Levinson 5:24} SMEs BET BEB RE ey. ey Be BABA, pO = (2); VR WE S(t seo b=? weeny m= LY ted, b= oe Ss one a= cet SO le ten del, = BR & HEE 3: ANH oh (4.3.28) iFM ay, Me 4 AUN SE (4.8.27) ot BE LY eet) otk | tk = PY ao + 8) — opty? Heed pte Ue = 19/20 = 2PM) ae Ok = 23/208 = Be$58 5: RAL (4.3.27) HELA HE Oy dn = 2 af Agar WHO: PUK (0.3.25) HAMS ol”, SMT ke bt RRL LR, MTR WORM, AE bn FRAT, BESTA AE TE SB HES A RE AIR. FEA GE {WAL 2 ACHE CP 0 BR TB Levinson 28 He TOK 4.5.1 BM TRIE RY A Levinson BYE. LE, Wet (4.3.21) ARPES: (2) = pplz) —2@yi(5), R= LAr (4.3.30) SH Az) RAL. BTW py(2) = 28 i (2°"). AERTS OR B,C), HT SUM ar Levinson 2134 He Fei, BA AB PERE 43.1 Ope AB Ie Sk — I SUMS 3E Levinson $72. UE OM MO BEAT OT BAT + BAS cai i. 4.3.3 $738 Schur DLE 7 Levinson SCRE 9 Ese Levinson TRA RH (4.3.28), SHEA, CBE WY of) eh AL TT LAD dh RH Sb AR TTR ep) TALS RE NT IH ,, BHD pl) Sa, LMA KAM (43.11). $k Schur HAMAR, MORRO PAE A & {= Sal (4.2.31} a PERS, FAP Levinson GB HES (4.3.11) FY DUAA YE os BO hs fF ea) ae 2 ; B= pO ea — gah? (4.3.32) 4B iN (4.5.32) ABU MRED FETE (4.3.51), YER Sth RET EA HE ah (4.3.33) Ope = wa (4.3.34) et PA, AD CF a Beak Fk 4.3.2 (Gp lk Schur HER) HOA. POITEMML csere yc, WHE: og sep tes B= at ~ erfeg: <2: Mae tea, F=01 IPR 1: FURR (4.3.83) 19 of) b= ae 1k BR 2 AA (43.34) APB ARK on, - 106.Bee 3: it 3, =a) =1— Seat nee 1th BRA WS MME: =P al, BRE ke RAL RRR In, BE en 4.3.4 Hermitian Levinson j¢i#t FREE. URALRS ARE FSI Levinson 28 HE. AT Bb--4h (m1) x (+1) SERERT FRAY Tooplite SE, RAi|% 4 Hermitian Toeplitz HERE. (REE T Ao, © Ci 01-0 yn. AED & Hermitian EPR, 97 ej =e i= 0b yn OT, APE T B® (+1) (e+ 1) FRR, APT, Fey = (OP oP, PY BIR, yy RPh MBA wy (2) rat TEAR, 2 (2) RR a2) ATR SMR, WW & Sathet (4.3.35) =a 4, (2) = eke} (271) AUER J AU IT, MUA 2, = Jey, VR 2, Ky Hermitian bt, Ha, = 2,; RDG, SH o,(2) KA Hermitian & JAH, A a, (2) = (2). - (ko, #9 A Hermitian ML, Be, = ~ Fy) HMM, SHE 2,() KK Hermitian EMR, H 2,(2) = ~4,(2). Hermitian Toeplitz 4% T RP —-THERAR, GA HHKA Aermitian- po Hermitian WERE, SERA EL PREM: 1) 7% = TH 2) ITI =T*. Kish, — SERA Poeplita HINER FAR - ROH ABER, RRMA ATER: 1) TT = 7 Al 2) ITI = 7. ot F Hermitian Toeplitz 8 T, + D, 2 FRG T, ATTA. HYG 4.3.2 9 oh, Levinson 25105) LF TY *—- DP BHE KR: ay lz) = Og f2) + 28, 12), bale yn (4.3.36a) By = (Dy a/ Dy 2 ( (Dpf Prot) = (Deaf D) hoa Yen) (4.3.36b) a)(1 ~ |?) (4.3,36c} ADL, = 1ay(2)= 1. (i> Levinson MAEM HE, A LRAT) Hermitian Toeplitz KBE T IM ARIE OP, RRs URS nM RS WAL fi] Levinson # HREM Hermitian # Ast s,(z) € P, FIR Hermitian SIT §,(2) © P,’ syle) = pleute) + &,(2}] (4.3.87) - 107+ae) = glente) = {23} (ad.tb) IES Re ayiz) A S,(2) BHAA Hermitian Levinson 4 0n( RAIKZ Hermitian Levinson 4 Tish. SRAM, AUMESE (4.3.57) AYRE, RARER 9,(2) BE 3, (2) MOR PY evinton SONS A ARH a, Tee, ={DyfDy sO, 0F. kate (43.388) AVR (4.3.97) AIL 4.9.38a) FEB UE, BGTSN oC) A S,(2) RS Tyg = oy (De/ Dy LOO], RSL (4.3.38b} Ft Td = 04, / Dy L.0,-+-,0, 1" koko (4.3.38) TER. A [4.3.388)-(4.3.38e) MM, HPAL (4.3.38b) HR, oe (4 3.38C) 4 EAS ATELY FATE APS Hermitian Levinson Wish s,(2) AGRE. PA a, (2) BA 9, (2) URE RIB RI Bole) = Hy ty (2) + 20h 1p (2) (4.3.38) Bet ty) PALER. BUR AL 8, (2) = S.(2), BiH, A 43.99) ER 9, (2) J Hermitian Levinson $30 a0 1 SOR, TRH Me sy) Sonn lz) Fatale), RELA (4.3.40) seh Oy = aa — Fh BL)/O ~ 154?) (4.3.40b) LX ROR CMESE SABES AS MSL 8, (2) Hayle) CMMOMR AR, WR FES (4.3.99) A Try, HARHER (43.380), BX (43.38) PRM. Hilt, 3h (43.38b) WEL AAEM aT Be (2) HE, HER (43.400) TES A, SPB AOR AN FEAR ah (9.3.39) BBM a, (2) I a, y(2). SERMAIEIAIAL 5, (2) BE ay(z) RY a, (2) aE AL AX (43.368), HEEB Suro HER SAC2} (2) 2, — 28p0, {43.440} Ho Pe=Onlop. ty = teleee (4.3.41b} EP RARAL 2, = on, k = 1,2,---, Woh (4.3.01) MH (43.42) 104IHX (4.3.40b), 3 2, MY LARA HM HE FIG Ah 2h = (Pea — Th aBE)/ C= lerl?) ASK (4.3.42) FEM 5. 5(2), FP RU AA SE (4.3.43) DETTE, HE PREI s,(2) WY “ Sear 2) = Pe + PRz) SEZ) — 24-22} (4.3.44a) at Pe = Pela Hq = [eel teal’ (1 BP?) (4.3.44b) Hh (4.3.44) BBL RYE, TARR ER PY BITE 3, (2), i sy (z) = Laylz), k=1,2,-, RPL, SRM. RRR, KAS Ad) RRR 542) = Mer dPe + PizM (2) — ya Hirt) 28e—a (2) (4.3.45) BRHE Gle AT a BEFESR (4.3.45) PS, s(2) RAMEE 1, fete = ea) = elt rea) — 1a? (4.3.46) HEX (4.3.46) AK (4.3.45), A L Sha = meee + py'2)8, (2) ~ 28, 4(2) (4.3.47) TEE MRS 7: Ty = [Fe 0-1 0,75)" (4.3.48a) EET (4.3.48a) Sat (4.3.38) BT, = a,(D,/ Dy.) FR, BAAR (4.3.40b), (2482) 7 = (PD e/Dy-1) 5 penn — BR APED/ Dg = |i?) (4.3.48) F530 (4.5.44) Fst (4.3.48b) (EASE (4.3.47), EURTE 5, (2) WREAK: Sep) = (& + “e.) 5,2) — 28,12) (4.3.49a) ap Rens (4.3.49b) FREE 5y(2) = 52) BRB 7 = LT 30 (4.8.49) J Hermitian Levinson SABHA KH, TAL Krishan 43 Moxgera 5) yO), SEAR, 58 (4.3.49) 5 5b (S)Levinson MHA (4.3.27) KBR CRE. die, (4.3.49) BY LAG Sh (4.3.27) FER BAR FMS HE SS MB IE. TEASE (4.3.49) HEM 3, (2) 2, SAU AT BAR SMR 9,(2) = vy BAHaR (4.3.46) WITS. Fale), I b +109AT 5.2) AL ay (z), RAR AE (4.3.99) AAEM — BAR. HEE Sot (4.3.40) SER, WT Spyx(2) — 284(2) Ty hy CRA LAER (43.41) HE. MWSMS VSL a,(e) RBM, ERATE 3X (4.5.38) HSA T BR BE ayy) HET ~PaE HH ERE, = = 12,000 BX (43.50), TASH PEBAM OAR, Bo.) = 5, (1 k= Gen 0, k= 1,202 RN AMPA KR a,(2) = (4.3.50) 7 = %(Dp/ Dea) {4.3.51} Wee A (4.3.42) 5h (4.3.48b) HET. Fa ¥b, LUTE (4.3.48b) AX (4.3.49b}, Vol BARE RH RR B, Te (4.3.52) REO LAR, BP DLA th F ity Hermitian Levinson 3% (9) MUE 4.3.3 (Ilermitian Levinson ik) MeL: Cent th) So(z)=1= o(2)s 8,(2) =0.5(1 + 2) = 8,(z); FoHeo/% m= 05; y=l=1; k=1 DRL (AM B) & n= Vedic = Te Felt BRA (LK GH) Beas (2) = (rh + e2)% RC) — 28a), FEA Se pal2) Sa (2) BR A: (at BB HE) 7+) ata 1 $= (1 |?) By = (par ~ Tee Bhs = lage) * = Te tan al ARES: (EBT) KOK+1 BGR 2, HERUMEDR, AE kan. 229% 6: (Levinson (RH) 4,(2) = (1/en)bnvi Snir) ~ Has (2)](L = 2) 110BGT s,(2) Hermitian tARHE, 9, (2) Mit (409% Levinson RH) HGH O(n?/2) AGRA O15?) AINE. 4j Hermitian Levinson HUA (48 S40), BT LLG th Hermitian Levinson Wik. 7 SOMO, BATA S4(2) = 2412) — haya fe) = a4,05(2) — af 4, (2) = -§ (2) (4.3.53) xp Oe = nr FBR 9E)/O ~ 1c) (4.3.53b) 51% Hermitian Levinson HH SH NBME BMS SKM (6). 4.3.8 SZ4Si8 Tocplitz it 7 #420) Levinson BH RM SAL PYG & fi Toeplitz, 22 Ey FES AY HER AR. TAS SAMO AR BARRING H, FONE Yule-Walker 73 CHES ME MOPAR (7,13]) REE A HE (FA An] = [es --- 8] (4.3.54) Eb Ay, A, ABR, PR (n+ 1K 41) x (n+i)(K +2) HE Toeplitz - # Toeplitz ese. Ri) Ri) se Rin) pop ROD me) s Rin-1) (43.58) R-n) Rael) RO) SARK RY.1=0,1,---.0 3 Voeplity eRe: r(L0) r(l.=1) rl, -K) ny = rl) (t,o) rl-K +1) (49.56) eK). -1) (1,0) ER (7) HOM KH. Kimura 4 Honoki ©) $84 T a0 Toeplitz - be Toeplitz 36037 #2 (4.3.54) ff) Levinson IB HER IL. WE 4.3.4 (Ai Levinson BHA IR) 1) bed es 4o=R(0), AM =T (4.3.57) 2) BP Bie Bogs SAM R149) (4.3.58A) AGS eA TASS (4.3.58) utARTY aly ARITA) GF von (4.8.58e) AD Ly (4,3.58d) Anar = Ay + ARAM AN (4.3.58) Rt J RRR BRE. 14 RM Tocplitz REALE HN RRHRY 43 HRY T ROE Tooplitz RHE BH Te = b (KPT = [y,_3]85-0) ASL GB ER, TEAM iF HAR HE y O(n?). BRT Levinson iBHESb, th AT DLALAL RR Fourier 38% (FFT) A Toeplitz APH BAL, TAA AEA BW Ofn log” n) mit HBR AE, RL Be MR PRL ARABI (SO SCHR [0],[10]%F), 7B SCAR IRIS O(n tog? n) HR ARR AESLIE. ACW AE Kumar (dR Sok Ol Bc ee IE ok EAR AS Toeplitz 58 PE 6 BEI RP KAGE SCRRRS, FER CTR ORE AD Sh ORM (ah FOS OE RE ME, EL GR ITM IE EO TALE), A RD AS SB — FF Toeplita ERE MB I A, BD WLR Toeplitz JE PEAY WABI — TREE — a), Abe UG BB 5) WB BE OR A RL Toeplitz RMT BAL. 44.1 PERM 4 Toeplitz RABE P = [aj_,]2j-9- AT (n+ 1) x (n+ 1) REPEAT LURE (2 + 1) x (2+ 1) EAGER, CREE Toeplitz ah, KALE (4786-1) IB BE: a Pro Ho Ba Bont Ben My Hao oH Pal fa A Bop Monta Hentt Hen Bn “Mg Ma Hoe Hag By Hank Bat Beg oo He (4.4.1) FARR ATARI (cyclic embedding). Hi Pay MAEM PO — Fr, MY Poy = ootats sags Has Mn ay tad S13, RAL PO deat PS BURA OE Pea See, TIE O Ue AHH R ARE. LR, ABE Q MRIS KOE (FT) REE) — AY (15) MVE. A REAL A, Q MSR FTRILAIH N logy N(N = 2n+ 1) HBHORM. RAYE Z = PO ORT 2) MF ARAL Dy, HERG OO MRR BUF OO) @ OM ah k MOREE HT, tk wo ZayQ)= 2 Pay WOM-H, FG =040,N-1 (4.4.2a) =o AL 2,0) Py IRS OO ME RANITINK. HL weit, ALBEIT a 5) MRS F OG N—1 Zi, CUES PPT FRE, TA OO (-1) = uzQN =i). SREP Q MRA ER, RET Og) HIRES SHB QU wy HELMET KR Qa = QW, GEOL N= 1 (4.4.3) AA KA, K (44.22) MTSE wo Za = DD PaylA@ayG—-), FH OM N= 1 (4.4.2b) = TER PIRUBE RL, Z = PQ MA MCR, a Zy) = (1,0---,0). MMU BV Ra Fry WH Gey, HOR Fourier $e (DFT), MO, # V VAN ML Fourier AE (IDFT). xf Xt (442b) BaF DPT, apap Vik) = 1/0(k), RS OA NE th FRE LP A BTREME, BT LL U(k) #0, VR, BUDA ICR Vik) BAA BAM. deo VER) FE, Qi) SEPARATE Wat Vw IDET 45. B-pitR Tain F. Wie 4.4.1 (RIK) DORR: WSR A [tos ciety Home nest] (BY (2n+1) J FET, #92 U(h), b= O,1,-+-. Qn. HME 2: HH V(b) = 1/0 (R),k = 0.1, 2n 9K 3: RV (k) AY IDFT, EDS RENEE PERE Q BA. DME A: AHA (4.4.3), HO WORTH, HBB O WRF. 44.2 Toeplits SPE OES RX AAPG AT SALE A BQ, MARA OY AER Toeeplits HME P AER QATAR AK, ARR, AAR RER. 1 BARR TE (n+ 9) x (+4) HE Toeplits SPE P,., ABE SSM, HAT ANT Hee Pa Pa =[@n @r TAL PB) ae= [BE G2] Gan TOP PA, Py =F, SHAG An EAE, EOE AA. Toeplitz SEM: PRD, BTA RUBE Q LLL BERT BRAY. Toepilite Rp ARES BF A OY PRYE FE Toeplitz, 36 RE i) ok > Hp AB BI Bee eA. AME Pap gQnaq = 1 BFE Qin = Ply — PipPog' Pa (4.4.5a) Qa2 = Pn? ~ On Qi Qu (4.4.5b) THY P MAE PEL, LIE Poy TEER, REET Qi MN Ade. Pag 11sHR (44.5b) (LAR (4.4.4), RGA RHEE J, RAR AAR, HE FA Qiag MOPS, ARTA EUED) Q,., ab PALE TaPag + MQ dan InMade . Onsg = , (4.4.6) FeQh In TQS, Hp AUT = (AW), HABER (4.4.6) FH MRE (Pra! )sy = (Qnagdsy — n@hQi Ghahy 1S LISA (44.7) HEP, ARAL T Toeplitz SEY P.. WYRE PRE I. PERL, ot U.47) BFE Qayg RPS? AN AER, 5 SCHR [12] Hm BZ? Oy, Tronch Se, 44.7) EAR Trench BR. 4q=1m, (44.7) PHA (PoYg = (Qnty On (QhOhy, iSn7sn (4.4.8) FE Qi AU Qa) SRA AT iE Oy, PUPU RE Qa, WFO BFE A. FA Pao fare sda] A Gor Ins’ ts San) PHBA Qn WR TARA, KE B fo o: RUDDER P(e = o) LS TAS ALT a ARR. % $42) 89,2) Bo REM: a f= fast 92) = gnats — fro duo #9 (4.4.9) & HEAL Ge) BH FLD Ai gl) WERSAR, BM Az= Sofa a= Vane (4.4.10) far a APNE £42) BE On(2) HBROG A SORE fo ale) Al gale) BE Lz) RAMAN SHI 9,12} ATAMSRRS AH ne TRE ABAR PE—TM A, A (Poa = fame = nor (PS gar = Snea.s wed (POV Gag FEL A, oP, HE SHEA fio FOB G19 #0 BABI LAAT. AT Qa MRT EL aR Qi = fro = no C2 =[faar funk Oh = lear PRCA (4.4.8) a1 Pet OAT PLD) HE (Pe Yay = 1n-19] = Gabbard oe nto Sais Faas brngst ts 1dBh (POY) BRST SMAAK EMS MAM BM 2 ARERR I). Beh HORA Prt MBAR. AR, FETE Py HOSP ERIE Sh = |Pu Pe Poss [ih Be] "PIERRE P,, = Poo(m ) FO 9 BTS, o9 Uae) tng AVI = Fu, Ufo, (20, II Fa, (20,2? = Fy, Lin, 0,2” BHC) A, (2) Oni LS ACSALIAD, FEL og, (2) 5 ay, (2) MN me 1 AMA Fl, WG B,. Oy, APR SAAT MGR HRA: G5, = Gen OTe, HP GOLA IE IRIEL, ff @ 2 HPO GRIP). He 4.4.2 (foes) PI RE gs) BM ay (2) ERG m PBI, CAT MMT LL ERTL ROHR) LG TR. PT MAA ME Takes MEE OK LEE cota cn CFS || Aaa RLS) 1165 @g(2) = ay y2-+ 4y05 ay{2) = 4,2 + a1 then BH AD(a,,4),7.0) = [-« “aan Go yy return else begin tg = by2" "1 + cg + do a= be bee ed, m= (°F! ).0-») ey = bye + dy e) = bad, BC AD(eq,¢),2m — i,m —1) ifm =(n~v) then return © else begin Ale @er(s ule ery le [i]- een ft ma(ntl—m)—(v4)) So = 42 faq a nats sy Yo = Wg” + 85 EHTS, § & HD(a9, 94,2 — 1-1) merlin” bs, =n —m return & end end FERMEN, COT, RAE G GLLMBRTRMA RHE 7, Bl fom [an, H] © PHI F M3 RM I SAS MBE AR, 8] [ i “| Vojlva 1 W442. Sn=3,¥=1,0 Gg (2) = fy(2) = 29422742241 ay(2) = y(2) = 22° 4 2? badd a7hy moma ||®24| omy] =1, n-m+1= by =A, cp = 2242, dy =] by = 2 q =2t] ge ak e(z)= 241, e(2)= 2241 ~ Lond Bamptene.0= | 1, | Bm fle) BL fils) A e}-Lan PIS] = al2)= 2-1, g(2}=—3e=1 & lot 5 = RD(99.0049)= | 1, H| -fL Mgt 1) Lf 1s sit5] ~ [-3 1) [-2 1] ~)-as-2 3941 FA, PAM By, PVT SAA FPA Ty RE os 1-28 9 (-448)7 Psa = Go, OTs = [esran 38-41 3] FAN, SRF B,) EH PHAS MER [eg (2),0,(2" = (fale) gale)” EMR Li Dt Ae BMD FylediGels) WRT EMA F,(2) Al ggl2)/ F(z) OAM LIA a: (2) (A@T_ 1-28 (-14 S)Fy] [234 22% 42241 ats} | = (S42), 3844 ae8 petted) _ [-2e-4 ~ |-oz—4 CTocplite RARE AB SP RME) APA ATS. (Loeplitz HOR A Sd RE HK) MEW 440 RO WB FT ada ofan) U--5 [os.0 dae do JP ANE AAG B,. = HDF (2) gale) tn) 8.4.4.3 Toeplitz Bitty BARR ‘Toeplita RED RAL Pa = 6 AA & = Po) = Qb ST, b= Bo bie BJ? 8 cM. a 4a) Mg = TAY Qoe)eg = Quarlenraer BA 4ASb) PHY Pao! 1K Ase (44.8), WORE) -4> BE Qu (ok Q,) WY EAE (self-regenerative) thPx Uh meters = eres + (Qil@n Qe -— QO hy USisen (4d) Sat, TANF RE BN, OL Q AR — FPR — ACA DR Rea Q. & ee Fl AY a (4.4.14) Ga] PONTE EEE nar OTR Te A — nie PH, BIA 2 Obs THE. RECT iu @ai fu = 0 BE PAL (Ont 1) Abt Bt BP lg ti hifi fal FP OF far fab. TER Shu, 1Sitsn a =(0 dnl. TAG = oi/gg. 1 fay } ug + ares + gar — Farr + fo—1 0) 46 SEE staves toa tone (Paths fats + fa ote (44.16) ay +ENG MD RE v Al SHH (On + 1) BM HE, BY A? = [0 Uy Umar A BP = [0,0 - 50, Wigs sy i JH E ln RRM € = 940 em Fo, BYE “TR EC) aR na 3) = Sa@ei-9), — W@) = a(n), GF 01-n-1 #0 ' AG) = FOQwE- 7), Wi) = wM—4), F=OAn=1 = HLH Shan A En} =0, EGY = Grady t Geary te FHM ga), OS FSmA-1 Br) =O, = arity tha ent tot Fwy ya), OS FSH 1 MRE, Po = 6 ORE e=u+(€-Ah (4.447) Hah, Toh € Ay Puzo C9 a aT (n+) Daca, Jee E Ay ALP HE, HE = 1 oor kal B= Meo Iucts yt Aol F a) = o> (Toeplits EAT ALR) OTA PLR. WK 4.4.4 (Toeplitz REN BA Po = b RAF) 2M: FAS 44. 1044.3 PS ME Q = Po! Fi F(z) MBA GB, (2). SM 2 A fy (2) #09, (2) CORBA (44.150) EM On +1) BAEK fa ES: PMA Su kms ih nt) CHEARH ME, Aw HSER oo Hi PRANAB. EL DS: THR E = HMO WH Pe ab Me ut (E-DA KT RCA ERSR, WET DUA Schur SERA Toeplita eT, EE Ht ES Kumar Sk ~PE, UE O(nlog?n). RUBIA WA LAR (1 Kumar $2.25 ROH EYE” 4) Toeplitz - 2 ‘Toeplitz AHL ARAL EH MOR MHL, 1m.4.5 Tooplita 22 HY RRA HK BR 45.1 Toeplitz SFM RRR DS N BR AR UT LA ON NEE T BOR, ST = (tN MITRE WH teat = Tm 008 (Fema +4), misO1e,N-1 (45.0) A y Tin = + (4.5.2) eo Mah NOI HURL R, BA TU=TT, MOLT AIEEE. Bik, MER AMT S TATYANA NORE HEL SNAPE IR N x N % Toeplitz MARE A: 4 % ay a, o% an As = lavaltccn = [ee-dtino (45.3) 4#4j% Tooplitz SIE A AMR RH A = TATT. 4 A = feral Mena = cos (Grmen + a), SEER YT m1 wet Brae = Tom (= > snitasns) Th (45.4) io BALA EGA SE REAL A Fourier SRA RAMRH BR He, 31 APE wet Bink = > wt Vaya (4.5.5) = FIA w= exp (-ighe) SPER A ALSO, RUA No Gran = TT (= tee dena) (4.56) i SOR Rel] AUR. ABE tn Na Ya = dy Pmawin® (45.7) = at Not Not Bn = ToT (= Refenaltaer®**}) = Tint Re [»" SE Retin alto =O iG vag.x 2 tran tw - Slee mg + C0 oN, | = ST wm + Oe) = = sot = ST Relen, he?* mB Neti ves Ban = Tm TaRe [» Sonn tin =| (433) BL (4.5.7) AK (1.5.8) HAY, Toe lice, A BAH HS Re Oe EE BOR Foy AD Ya Ue. Ae Wem a + wy 1 — (1) i) Neat = wa + wags — (1 Para ee) t=0 mS wag ay agg ~ (1a n a) i x Sw Ma ae bw aay — (1a nae) xa = wa i FOE Pa egy — WMT ae vee im AU 1 nn fnew May gg Bh wh ma, WY aoa ia = wha, k=040N (4.6.9) Xz) = ST ere) Gna = Xl) (4.5.10) me TR, of (4.5.9) MODE 2 wa 2 SY enaeriz® = S. Bande 1 — yy gt + yy EN it 122.Hatt = ABH wo) wot WK ale) + WS Magy wD DO arange & a ae xa XoXo tw) 2,92 1 tyy2h bw SO sags ma Nea = w™(-1)" SO eta wae (5.11) = WME Ae, Be, y PR (459) RAEN - LEK AE. RO SHAS N OM a, fh, MURAAE ROR AA. HEA TMAABADE ay, A AES Veron HDR A AT, ICA ER, WK ay = 0 ait —HE, Tab RM, ABA Not N-1 ayn) = So wo AM p(n) = Ow? oy wae {45.19} = cam we Yt — FF p,9P 2 — ag, PMN Few (ug ln) — (—1)"vy(}) (405.13) HK 45.13) BRR, A RR RRR. HDR n= —mym = O.. —1 if SR (4.5.18), BE Fan.y = WP, ge 2 bw! (v4(n) — (1) 09(n)} wR (yaw? 4 wIM(v, (rn) — (—1)ay(n)) AUR ww? = 1, Moka ee Bw = (Dany Fw ((—1) ey (n} = v2(n}) (45.14) DEABEE PUP RE ry, tt = OLN 1 AG ASE BeBe TR OR MALE Pap (4.5.12) — AO Pit mA nD te BH Banos = Goa gh om WI" — Sy wte 1)" + {0,00} — (“1 {m)} (4.5.15) XE SRD LT a A RLU. m= nM, RINGS TER 0/0. OEE Yn ons FER (5.11) FB) Noi Mo a “n-ne ‘a i Sr 123

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信号处理中的线性代数

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