15. Some Linear Algebra Fundamentals

  1. Rik Pintelon and
  2. Johan Schoukens

Published Online: 13 APR 2012

DOI: 10.1002/9781118287422.ch15

System Identification: A Frequency Domain Approach, Second Edition

System Identification: A Frequency Domain Approach, Second Edition

How to Cite

Pintelon, R. and Schoukens, J. (2012) Some Linear Algebra Fundamentals, in System Identification: A Frequency Domain Approach, Second Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118287422.ch15

Publication History

  1. Published Online: 13 APR 2012
  2. Published Print: 19 MAR 2012

ISBN Information

Print ISBN: 9780470640371

Online ISBN: 9781118287422

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Keywords:

  • linear algebra fundamentals;
  • idempotent matrices;
  • Kronecker algebra;
  • complex and real matrices;
  • least squares solution

Summary

This chapter contains sections titled:

  • Notations and Definitions

  • Operators and Functions

  • Norms

  • Decompositions

  • Moore-Penrose Pseudoinverse

  • Idempotent Matrices

  • Kronecker Algebra

  • Isomorphism between Complex and Real Matrices

  • Derivatives

  • Inner Product

  • Gram-Schmidt Orthogonalization

  • Calculating the Roots of Polynomials

  • Sensitivity of the Least Squares Solution

  • Exercises

  • Appendix