Signal Processing for Communication Systems
In the previous post, a method for generating two sequences of correlated random variables was discussed. Generation of multiple sequences of correlated random variables, given a correlation matrix is discussed here. Correlation Matrix Correlation matrix defines correlation among N variables. It is a symmetric $latex N \times N $ matrix with the $latex (ij)^{th} $ … Read more
It is often required to check if a given matrix is positive definite or not. Three methods to check the positive definiteness of a matrix were discussed in a previous article . I will utilize the test method 2 to implement a small matlab code to check if a matrix is positive definite.The test method … Read more
How to test if a matrix is positive definite: leading principal minors (Sylvester), eigenvalues > 0, and Cholesky success — with DSP/context tips.
Key focus : Essential matrix algebra: formation of matrices, determinants, rank, inverse & transpose of matrix and solving simultaneous equations. I thought of making a post on Cholesky Decomposition, which is a very essential technique in digital signal processing applications like generating correlated random variables, solving linear equations, channel estimation etc.., But jumping straight to … Read more