3
votes
1answer
125 views

Reference for partial Hadamard matrices

Definition. An $m\times n$ matrix is said to be a partial Hadamard matrix (let's say PHM) if its entries are chosen from $\lbrace -1, 1 \rbrace$ such that the dot product of each pair of row vectors ...
2
votes
1answer
177 views

On solution of a class of discrete-time Lyapunov equation

Hello members, let's consider the following equation $$X=F_{1}XF_{1}^{T}+...+F_{p}XF_{p}^{T}+C$$ where $p$ is an positive integer and $C$ is a known positive semidefinite matrix. If we augment ...
2
votes
1answer
125 views

On solution of a discrete-time equation

Hello, members. I have a problem for the following problem when I derive an optimization algorithm for stochastic singular systems $$S(k+1)=A(k)S(k)A^{T}(k)+R(k)+F(k)S(k+1)F^{T}(k)$$ where ...