NDLI: On eigenvalues distribution of correlation matrices

Content Provider	IEEE Xplore Digital Library
Author	Farhang-Boroujeny, B.
Copyright Year	1991
Description	Author affiliation: Dept. of Electr. Eng., Nat. Univ. of Singapore, Singapore (Farhang-Boroujeny, B.)
Abstract	The distribution of the eigenvalues of the correlation matrices of stochastic processes is addressed. A filtering view of the eigenproblem of the correlation matrices is given. It is shown that eigenvectors of a correlation matrix may be thought of as the coefficients of a set of optimum finite-impulse-response (FIR) filters that may be designed through an optimization procedure. It is shown that the eigenvalues of the correlation matrix of a transversal filter may be obtained by averaging its output power when the complex conjugate of its corresponding eigenvectors is used as its tap-gain vector. This results in an effective mathematical tool that may be readily used for estimation of the eigenvalues of the correlation matrices under many conditions of interest.<>
Starting Page	1251
Ending Page	1254
File Size	424602
Page Count	4
File Format	PDF
ISBN	0780300505
DOI	10.1109/ISCAS.1991.176596
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	1991-06-11
Publisher Place	Singapore
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Eigenvalues and eigenfunctions Finite impulse response filter Transversal filters Random processes Design optimization Frequency Equations IEEE members Stochastic processes Power generation
Content Type	Text
Resource Type	Article

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in