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Bir Kompleks Karesel İfadenin Hızlı Hesabı

FAST COMPUTATION OF A COMPLEX QUADRATIC FORM

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Abstract (2. Language): 
A fast algorithm has been proposed for computing the complex quadratic form xHΛ−1y , where x , y are arbitrary N ×1 complex vectors and Λ−1 is the inverse of an N × N covariance matrix of a complex, circular, Gaussian autoregressive process.
Abstract (Original Language): 
x , y N ×1 boyutlu gelişigüzel kompleks vektörler ve Λ−1 bir kompleks, dairesel, Gauss, özbağlanımlı sürecin bir N × N boyutlu ortak değişinti matrisinin evriği olmak üzere xHΛ−1y kompleks karesel ifadesinin hesabı için bir hızlı algoritma sunulmuştur.
195-199

REFERENCES

References: 

1. Box, G. E. P. and Jenkins, G. M. (1971) Time Series Analysis: Forecasting and Control, Prentice-Hall, New
Jersey.
2. Ghogho, M. and Swami, A. (1999) Fast Computation of the Exact FIM for Deterministic Signals in Colored
Noise, IEEE Transactions on Signal Processing, 47(1), 52-61.
3. Pal, D. (1993) Gohberg-Semencul Type Formulas via Embedding of Lyapunov Equations, IEEE Transactions on
Signal Processing, 41(6), 2208-2215.

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