A study on the empirical distribution of the scaled Hankel matrix eigenvalues.

Abstract:

:The empirical distribution of the eigenvalues of the matrix XX(T) divided by its trace is evaluated, where X is a random Hankel matrix. The distribution of eigenvalues for symmetric and nonsymmetric distributions is assessed with various criteria. This yields several important properties with broad application, particularly for noise reduction and filtering in signal processing and time series analysis.

journal_name

J Adv Res

authors

Hassani H,Alharbi N,Ghodsi M

doi

10.1016/j.jare.2014.08.008

subject

Has Abstract

pub_date

2015-11-01 00:00:00

pages

925-9

issue

6

eissn

2090-1232

issn

2090-1224

pii

S2090-1232(14)00095-2

journal_volume

6

pub_type

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