SINGULAR VALUES OF CUMULANT MATRICES

Autor: M. Rokni, B.S. Berger, Ioannis Minis
Rok vydání: 1997
Předmět:
Zdroj: Journal of Sound and Vibration. 205:706-711
ISSN: 0022-460X
DOI: 10.1006/jsvi.1997.1026
Popis: If the element r(i), of an unsymmetric Toeplitz matrix, R, are periodic, then for a sufficiently large dimension R becomes circulant with eignvalues given by the finite Fourier transform of the first row. The eignvalues are then expressible in a simple closed form for sums of cosine functions. Then ratios of eigenvalues equal ratios of coefficients of the cosine functions. Application to matrices of third order cumulants of phase coupled cosine functions yields expressions for singular values which are useful in the identification of orthogonal cutting states
Databáze: OpenAIRE