The Hyperbolic Transformations in Signal Processing and Control,
Abstract:
The difference X A1A1 - A2A2 of two matrix outer products AlAl and A2A2 arises in regression problems, in signal processing in the context of bearing estimation, and other applications. It is of practical interest to consider two problems related to the matrix X. The first problem is to find the triangular decomposition of X, the second problem is to find the eigendecomposition of X. For numerical reasons it is desirable not to form explicitly the products A1A1 and A2A2. In this paper we describe how these two problems can be solved with the help of hyperbolic type transformations.
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