In this paper we first consider the existence and the general form of solution to the following generalized inverse eigenvalue problem(GIEP): given a set of n-dimension complex vectors {x j}m j=1 and a set of co...In this paper we first consider the existence and the general form of solution to the following generalized inverse eigenvalue problem(GIEP): given a set of n-dimension complex vectors {x j}m j=1 and a set of complex numbers {λ j}m j=1, find two n×n centrohermitian matrices A,B such that {x j}m j=1 and {λ j}m j=1 are the generalized eigenvectors and generalized eigenvalues of Ax=λBx, respectively. We then discuss the optimal approximation problem for the GIEP. More concretely, given two arbitrary matrices, , ∈C n×n, we find two matrices A and B such that the matrix (A*,B*) is closest to (,) in the Frobenius norm, where the matrix (A*,B*) is the solution to the GIEP. We show that the expression of the solution of the optimal approximation is unique and derive the expression for it.展开更多
In order to solve the bearings-only passive localization problem in the presence of erroneous observer position, a novel algorithm based on double side matrix-restricted total least squares （DSMRTLS） is proposed. Fi...In order to solve the bearings-only passive localization problem in the presence of erroneous observer position, a novel algorithm based on double side matrix-restricted total least squares （DSMRTLS） is proposed. First, the aforementioned passive localization problem is transferred to the DSMRTLS problem by deriving a multiplicative structure for both the observation matrix and the observation vector. Second, the corresponding optimization problem of the DSMRTLS problem without constraint is derived, which can be approximated as the generalized Rayleigh quotient minimization problem. Then, the localization solution which is globally optimal and asymptotically unbiased can be got by generalized eigenvalue decomposition. Simulation results verify the rationality of the approximation and the good performance of the proposed algorithm compared with several typical algorithms.展开更多
文摘In this paper we first consider the existence and the general form of solution to the following generalized inverse eigenvalue problem(GIEP): given a set of n-dimension complex vectors {x j}m j=1 and a set of complex numbers {λ j}m j=1, find two n×n centrohermitian matrices A,B such that {x j}m j=1 and {λ j}m j=1 are the generalized eigenvectors and generalized eigenvalues of Ax=λBx, respectively. We then discuss the optimal approximation problem for the GIEP. More concretely, given two arbitrary matrices, , ∈C n×n, we find two matrices A and B such that the matrix (A*,B*) is closest to (,) in the Frobenius norm, where the matrix (A*,B*) is the solution to the GIEP. We show that the expression of the solution of the optimal approximation is unique and derive the expression for it.
基金co-supported by Science and Technology on Avionics Integration Laboratory and the Aeronautical Science Foundation of China(No.20105584004)
文摘In order to solve the bearings-only passive localization problem in the presence of erroneous observer position, a novel algorithm based on double side matrix-restricted total least squares （DSMRTLS） is proposed. First, the aforementioned passive localization problem is transferred to the DSMRTLS problem by deriving a multiplicative structure for both the observation matrix and the observation vector. Second, the corresponding optimization problem of the DSMRTLS problem without constraint is derived, which can be approximated as the generalized Rayleigh quotient minimization problem. Then, the localization solution which is globally optimal and asymptotically unbiased can be got by generalized eigenvalue decomposition. Simulation results verify the rationality of the approximation and the good performance of the proposed algorithm compared with several typical algorithms.
