Matrix Optimization Result with DSP Applications
نویسندگان
چکیده
We derive the matrix that minimizes a quadratic criterion subject to linear equality constraints. Since we do not assume that the matrix of the quadratic form criterion is nonsingular, our optimization result is more general than those previously published. We make use of the extended result of this paper to (i) obtain the best linear unbiased estimate of the parameters in a linear regression with singular residual covariance, and (ii) design a (temporal or spatial) lter with prespeciied stop-and pass-bands.
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ورودعنوان ژورنال:
- Digital Signal Processing
دوره 6 شماره
صفحات -
تاریخ انتشار 1996