Abstract

A constructive algorithm to compute elimination L and duplication D matrices for the operation of P ⊗ P vectorization when P = PT is proposed. The matrix L, obtained according to such algorithm, allows one to form a vector that contains only unique elements of the mentioned Kronecker product. In its turn, the matrix D is for the inverse transformation. A software implementation of the procedure to compute the matrices L and D is developed. On the basis of the mentioned results, a new operation vecu(.) is defined for P ⊗ P in case P = PT and its properties are studied. The difference and advantages of the developed operation in comparison with the known ones vec(.) and vech(.) vecd(.)) in case of vectorization of P ⊗ P when P = PT are demonstrated. Using parameterization of the algebraic Riccati equation as an example, the efficiency of the operation vecu (.) to reduce overparameterization of the unknown parameter identification problem is shown.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.