Results 271 to 280 of about 251,319 (312)

Minimum Eigenvalue Separation

1992
Abstract : For over one hundred years, the eigenvalue problem has been investigated by mathematicians, physicists, and engineers. Scientists explored the characterization, location, perturbation and computation of eigenvalues, to name a few topics. This thesis is devoted to the separation of eigenvalues. We will find the minimum gap between eigenvalues
Tzon-Tzer Lu, Beresford Parlett
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The Minimum Ratio of Two Eigenvalues

SIAM Journal on Applied Mathematics, 1976
The first two eigenvalues, $\lambda _1 $ and $\lambda _2 $, of the problem $y'' + \lambda \phi ( x )y = 0$, $y( { \pm \frac{1}{2}} ) = 0$ are considered. The minimum of their ratio ${\lambda _2 / \lambda _1 }$ is sought for $\phi ( x )$ ranging over the class of piecewise continuous functions satisfying the inequalities $0 < a \leqslant \phi ( x ...
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On the minimum eigenvalue gap for vibrating string

Journal of Mathematical Analysis and Applications, 2022
Consider a Sturm-Liouville problem with Dirichlet type boundary conditions (BCs). To speak more precise consider the differential equation \[ y'' +\lambda \rho(x) y=0 \] with BCs \[ y(0)=y(1)=0. \] As we know \(\rho(x)\) is called the density function and describes the mass distribution of a string.
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Pole assignment with optimality and minimum eigenvalue sensitivity

Proceedings of the Institution of Electrical Engineers, 1975
A method is presented for designing a constant-gain feedback controller for assigning the closed-loop poles of a linear system to specified locations while minimising an objective functional which is a linear combination of a quadratic performance index and an eigenvalue sensitivity functional.
K. Ramar, V. Gourishankar
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Design of optimal feedback controllers for minimum eigenvalue sensitivity

Optimal Control Applications and Methods, 1984
AbstractAn iterative method for designing an optimal constant gain feedback controller for a linear system to achieve minimum eigenvalue sensitivity to parameter variations is presented. In addition to assigning eigenvalues to desired locations in the complex plane, one can also assign elements of eigenvectors by this method.
Qiu, Haiming, Gourishankar, V. G.
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Minimum Eigenvalue Based 3-D AR Model Order Selection

IEEE/SP 13th Workshop on Statistical Signal Processing, 2005, 2005
This paper deals with the problem of three-dimensional autoregressive (3-D AR) model order estimation. Especially, we develop a practical algorithm to estimate the 3-D AR order (P1,P2,P3) corresponding to the quarter-space (QS) region of support. The proposed method is derived from the minimum description length (MDL) criterion and uses the minimum ...
B. Aksasse, Y. Stitou, Y. Berthoumieu, M. Najim   +3 more
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Maximum minimum eigenvalues based spectrum scanner for cognitive radios

2012 IEEE International Instrumentation and Measurement Technology Conference Proceedings, 2012
In this paper we introduce a technique for spectrum scanning with the maximum minimum eigenvalue detection based spectrum sensing. The fundamental problem we address in this paper is the inability of using maximum minimum eigenvalue detection with filtering in time domain where the white noise becomes coloured.
Mohamed Hamid, Niclas Bjorsell
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Minimum Properties of Eigenvalues — Elementary Proofs

1980
The purpose of this paper is to use an elementary integral inequality and some simple linear algebra to give a completely elementary proof of the minimum properties of all eigenvalues of Sturm-Liouville problems. The results are a simplification of work published in [1], where singular cases were considered but general boundary conditions were not.
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MINIMUM WEIGHT MEMBERS FOR GIVEN LOWER BOUNDS ON EIGENVALUES

Engineering Optimization, 1981
The problem is solved of minimizing the mass of an elastic bar whose Euler buckling load and fundamental frequency of transverse vibrations are larger than certain prescribed values. The bar has a solid cross section and is to perform natural vibrations or act as a column at different times during its design life.
B. L KARIHALOO, R. D. PARBERY
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Improving Minimum-Variance Portfolios by Alleviating Overdispersion of Eigenvalues

Journal of Financial and Quantitative Analysis, 2019
In portfolio risk minimization, the inverse covariance matrix of returns is often unknown and has to be estimated in practice. Yet the eigenvalues of the sample covariance matrix are often overdispersed, leading to severe estimation errors in the inverse covariance matrix.
Fangquan Shi, Lianjie Shu, Aijun Yang, Fangyi He   +3 more
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