Simultaneous diagonalization with similarity transformation for non-defective matrices

Tuo Fu*, Xiqi Gao

*此作品的通讯作者

科研成果: 书/报告/会议事项章节会议稿件同行评审

64 引用 (Scopus)

摘要

The problem of joint eigenstructure estimation for the non-defective matrices is addressed. A procedure revealing the joint eigenstructure by simultaneous diagonalization with unitary and non-unitary similarity transformations alternately is proposed to overcome the convergence difficulties of previous methods based on simultaneous Schur form and unitary transformations. It can be proved that its asymptotic convergence rate is ultimately quadratic. Numerical experiments are conducted in a multi-dimensional harmonic retrieval application and suggest that the method presented here converges considerably faster than the methods based on only unitary transformation for matrices which are not near to normality.

源语言英语
主期刊名2006 IEEE International Conference on Acoustics, Speech, and Signal Processing - Proceedings
IV1137-IV1140
出版状态已出版 - 2006
已对外发布
活动2006 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2006 - Toulouse, 法国
期限: 14 5月 200619 5月 2006

出版系列

姓名ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
4
ISSN(印刷版)1520-6149

会议

会议2006 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2006
国家/地区法国
Toulouse
时期14/05/0619/05/06

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