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 matrix with the element equal to the correlation coefficient between the … Read more
Key focus: Know the expressions to solve triangular matrix using forward and backward substituting techniques and the FLOPS required for solving it. Forward Substitution: Consider a set of equations in a matrix form , where A is a lower triangular matrix with non-zero diagonal elements. The equation is re-written in full matrix form as It … Read more
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