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Efficient measurement of higher-order statistics of stochastic processes

Wladyslaw Magiera, Urszula Libal, Agnieszka Wielgus (2018)

Kybernetika

This paper is devoted to analysis of block multi-indexed higher-order covariance matrices, which can be used for the least-squares estimation problem. The formulation of linear and nonlinear least squares estimation problems is proposed, showing that their statements and solutions lead to generalized `normal equations', employing covariance matrices of the underlying processes. Then, we provide a class of efficient algorithms to estimate higher-order statistics (generalized multi-indexed covariance...

Eigenspace of a circulant max–min matrix

Martin Gavalec, Hana Tomášková (2010)

Kybernetika

The eigenproblem of a circulant matrix in max-min algebra is investigated. Complete characterization of the eigenspace structure of a circulant matrix is given by describing all possible types of eigenvectors in detail.

Eigenspace of a three-dimensional max-Łukasiewicz fuzzy matrix

Imran Rashid, Martin Gavalec, Sergeĭ Sergeev (2012)

Kybernetika

Eigenvectors of a fuzzy matrix correspond to stable states of a complex discrete-events system, characterized by a given transition matrix and fuzzy state vectors. Description of the eigenspace (set of all eigenvectors) for matrices in max-min or max-drast fuzzy algebra was presented in previous papers. In this paper the eigenspace of a three-dimensional fuzzy matrix in max-Łukasiewicz algebra is investigated. Necessary and sufficient conditions are shown under which the eigenspace restricted to...

Eigenvalue distribution of certain ray patterns

Carolyn A. Eschenbach, Frank J. Hall, Zhongshan Li (2000)

Czechoslovak Mathematical Journal

In this paper, the eigenvalue distribution of complex matrices with certain ray patterns is investigated. Cyclically real ray patterns and ray patterns that are signature similar to real sign patterns are characterized, and their eigenvalue distribution is discussed. Among other results, the following classes of ray patterns are characterized: ray patterns that require eigenvalues along a fixed line in the complex plane, ray patterns that require eigenvalues symmetric about a fixed line, and ray...

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