• 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