Title :
Invertibility conditions of a class of moment matrices and applications
Author_Institution :
Lab. des Signaux et Syst., CNRS, Gif-sur-Yvette, France
fDate :
7/1/1995 12:00:00 AM
Abstract :
We consider a multivariable polynomial with random variables as arguments. All the monoids of this polynomial are arranged to define a random vector for which we study the correlation matrix. We establish necessary and sufficient invertibility conditions of this matrix, and investigate some applications
Keywords :
Hankel matrices; correlation theory; higher order statistics; nonlinear systems; parameter estimation; polynomial matrices; correlation matrix; deterministic parameter estimation; invertibility conditions; moment matrices; monoids; multivariable polynomial; nonlinear systems; random variables; random vector; Bonding; Covariance matrix; Deconvolution; Equations; Filtering; Filters; Polynomials; Random processes; Random variables; Statistics;
Journal_Title :
Information Theory, IEEE Transactions on
