Concept

Schur complement

Related publications (32)

A Schur-based approach to the four-block problem

We descibe an alternative solution to the four-block problem using the method of (generalized) Schur analysis. We first reduce the general problem to a simpler one by invoking an inner-outer factorization with a block-diagonal inner matrix. Then using smal ...

1992

Lattice filter interpretations of the Chandrasekhar recursions for estimation and spectral factorization

Ali H. Sayed

The authors use the classical Schur reduction procedure to give a lattice filter implementation of the Chandrasekhar recursions. The derivation is based on the observation that the covariance matrix of a process with a time-invariant state-space model is s ...

IEEE1992

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.