ppt课件-singularvaluedecompositionindigitalsignalprocessing.pptVIP

Singular Value Decomposition in Digital Signal Processing By Tin Sheen Signals Flow of information Measured quantity that varies with time (or position) Electrical signal received from a transducer (microphone, thermometer, accelerometer, antenna, etc.) Electrical signal that controls a process SVD background The Singular Value Decomposition (SVD) of a rectangular matrix A is a decomposition of the form A = U S VT U and V are orthogonal matrices and S is a diagonal matrix The singular vectors form orthonormal bases, and the important relation A vi = si ui shows that each right singul