Reachability matrices and cyclic matrices.
Pairs of k -step reachability and m -step observability matrices
Let V and W be matrices of size n × pk and qm × n, respectively. A necessary and sufficient condition is given for the existence of a triple (A,B,C) such that V a k-step reachability matrix of (A,B) andW an m-step observability matrix of (A,C).
An alternating minimization algorithm for Factor Analysis
The problem of decomposing a given covariance matrix as the sum of a positive semi-definite matrix of given rank and a positive semi-definite diagonal matrix, is considered. We present a projection-type algorithm to address this problem. This algorithm appears to perform extremely well and is extremely fast even when the given covariance matrix has a very large dimension. The effectiveness of the algorithm is assessed through simulation studies and by applications to three real benchmark datasets...
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