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Appendix A: Mathematical Background

  1. Weifeng Liu,
  2. José C. Príncipe and
  3. Simon Haykin

Published Online: 5 MAR 2010

DOI: 10.1002/9780470608593.app1

Kernel Adaptive Filtering: A Comprehensive Introduction

Kernel Adaptive Filtering: A Comprehensive Introduction

How to Cite

Liu, W., Príncipe, J. C. and Haykin, S. (2010) Appendix A: Mathematical Background, in Kernel Adaptive Filtering: A Comprehensive Introduction, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470608593.app1

Publication History

  1. Published Online: 5 MAR 2010
  2. Published Print: 12 FEB 2010

ISBN Information

Print ISBN: 9780470447536

Online ISBN: 9780470608593

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Summary

This appendix contains sections titled:

  • Singular Value Decomposition

  • Positive-Definite Matrix

  • Eigenvalue Decomposition

  • Schur Complement

  • Block Matrix Inverse

  • Matrix Inversion Lemma

  • Joint, Marginal, and Conditional Probability

  • Normal Distribution

  • Gradient Descent

  • Newton's Method