The role of abstract algebra in structured estimation theory
- 1 May 1992
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 38 (3) , 1053-1065
- https://doi.org/10.1109/18.135645
Abstract
An attempt is made to formalize both structured covariance estimation and autoregressive process parameter estimation in terms of the underlying abstract Jordan algebra, an algebra that differs from the usual noncommutative but associative matrix algebra. The investigation puts one on a firm footing from which to attack future problems in statistical signal processing, rather in the same manner that the introduction of Lie algebra and Lie groups in control theory made a variety of new ideas and developments possibleKeywords
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