Random-matrix-based high dimensional covariance estimation and signal processing applications

Author(s):  
Liusha Yang
2017 ◽  
Vol 06 (04) ◽  
pp. 1740001 ◽  
Author(s):  
M. Castro ◽  
F. A. Grünbaum

We extend to a situation involving matrix-valued orthogonal polynomials a scalar result that plays an important role in Random Matrix Theory and a few other areas of mathe-matics and signal processing. We consider a case of matrix-valued Jacobi polynomials which arises from the study of representations of [Formula: see text], a group that plays an important role in Random Matrix Theory. We show that in this case an algebraic miracle, namely the existence of a differential operator that commutes with a naturally arising integral one, extends to this matrix-valued situation.


1994 ◽  
Vol 04 (03) ◽  
pp. 727-736 ◽  
Author(s):  
KEVIN M. CUOMO

A systematic approach is developed for synthesizing dissipative chaotic arrays that possess the self-synchronization property. The ability to synthesize high-dimensional chaotic arrays further enhances the usefulness of synchronized chaotic systems for communications, signal processing, and modeling of physical processes.


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