REAL-TIME COMPUTATION OF THE EIGENVECTOR CORRESPONDING TO THE SMALLEST EIGENVALUE OF A POSITIVE-DEFINITE MATRIX

被引：5

作者：

LUO, FL

LI, YD

机构：

[1] Department of Automation, Tsinghua University, Beijing

来源：

IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-FUNDAMENTAL THEORY AND APPLICATIONS | 1994年 / 41卷 / 08期

关键词：

D O I：

10.1109/81.311545

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

In the real-time applications of many signal processing algorithms, such as the TLS (Total Least Squares) algorithm, it is desired to compute as fast as possible the eigenvector corresponding to the smallest eigenvalue of a positive definite matrix. This paper proposes an analog circuit approach to computing in real-time the desired eigenvector. We show analytically and by simulations that the proposed circuit is guaranteed to be stable and to provide the results arbitrarily close to the accurate eigenvector within an elapsed time of only a few characteristic time constants of the circuit.

引用

页码：550 / 553

页数：4

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