Displaying similar documents to “A square root filter for real time multivariate regression”

An eigenvector pattern arising in non linear regression.

Carles Maria Cuadras (1990)

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Let A = (a) be an n x n matrix defined by a = a = i, i = 1,...,n. This paper gives some elementary properties of A and other related matrices. The eigenstructure of A is conjectured: given an eigenvector v of A the remaining eigenvectors are obtained by permuting up to sign the components of v. This problem arises in a distance based method applied to non linear regression.