DocumentCode
3065614
Title
On the uniqueness of positive semidefinite matrix solution under compressed observations
Author
Xu, Weiyu ; Tang, Ao
Author_Institution
Sch. of ECE, Cornell Univ., Ithaca, NY, USA
fYear
2010
fDate
13-18 June 2010
Firstpage
1523
Lastpage
1527
Abstract
In this paper, we investigate the uniqueness of positive semidefinite matrix solution to compressed linear observations. We show that under a necessary and sufficient condition for the linear compressed observations operator, there will be a unique positive semidefinite matrix solution to the compressed linear observations. It is further shown, through concentration of measure phenomenon and sphere covering arguments, that a randomly generated Gaussian linear compressed observations operator will satisfy this necessary and sufficient condition with overwhelmingly large probability.
Keywords
Gaussian distribution; computational complexity; matrix algebra; set theory; Gaussian linear compressed observation; NP-hard problem; linear observation; positive semidefinite matrix solution; Algorithm design and analysis; Covariance matrix; Linear systems; Machine learning algorithms; Polynomials; Signal processing algorithms; Sparse matrices; Statistics; Sufficient conditions; Symmetric matrices;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Theory Proceedings (ISIT), 2010 IEEE International Symposium on
Conference_Location
Austin, TX
Print_ISBN
978-1-4244-7890-3
Electronic_ISBN
978-1-4244-7891-0
Type
conf
DOI
10.1109/ISIT.2010.5513532
Filename
5513532
Link To Document