O'Reilly logo

Filtering and System Identification by Vincent Verdult, Michel Verhaegen

Stay ahead with the world's most comprehensive technology and business learning platform.

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, tutorials, and more.

Start Free Trial

No credit card required

2

Linear algebra

image

After studying this chapter you will be able to

•  apply basic operations to vectors and matrices;

•  define a vector space;

•  define a subspace of a vector space;

•  compute the rank of a matrix;

•  list the four fundamental subspaces defined by a linear transformation;

•  compute the inverse, determinant, eigenvalues, and eigenvectors of a square matrix.

•  describe what positive-definite matrices are;

•  compute some important matrix decompositions, such as the eigenvalue decomposition, the singular-value decomposition and the QR factorization;

•  solve linear equations using techniques from linear algebra;

•  describe the ...

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, interactive tutorials, and more.

Start Free Trial

No credit card required