Using singular value decomposition to compute the conditioned cross-spectral density matrix and coherence functions

PDF Version Also Available for Download.

Description

It is shown that the usual method for computing the coherence functions (ordinary, partial, and multiple) for a general multiple-input/multiple-output problem can be expressed as a modified form of Cholesky decomposition of the cross spectral density matrix of the inputs and outputs. The modified form of Cholesky decomposition used is G{sub zz} = LCL{prime}, where G is the cross spectral density matrix of inputs and outputs, L is a lower; triangular matrix with ones on the diagonal, and C is a diagonal matrix, and the symbol {prime} denotes the conjugate transpose. If a diagonal element of C is zero, the ... continued below

Physical Description

10 p.

Creation Information

Smallwood, D.O. August 7, 1995.

Context

This article is part of the collection entitled: Office of Scientific & Technical Information Technical Reports and was provided by UNT Libraries Government Documents Department to Digital Library, a digital repository hosted by the UNT Libraries. It has been viewed 69 times , with 4 in the last month . More information about this article can be viewed below.

Who

People and organizations associated with either the creation of this article or its content.

Sponsor

Publisher

  • Sandia National Laboratories
    Publisher Info: Sandia National Labs., Albuquerque, NM (United States)
    Place of Publication: Albuquerque, New Mexico

Provided By

UNT Libraries Government Documents Department

Serving as both a federal and a state depository library, the UNT Libraries Government Documents Department maintains millions of items in a variety of formats. The department is a member of the FDLP Content Partnerships Program and an Affiliated Archive of the National Archives.

Contact Us

What

Descriptive information to help identify this article. Follow the links below to find similar items on the Digital Library.

Description

It is shown that the usual method for computing the coherence functions (ordinary, partial, and multiple) for a general multiple-input/multiple-output problem can be expressed as a modified form of Cholesky decomposition of the cross spectral density matrix of the inputs and outputs. The modified form of Cholesky decomposition used is G{sub zz} = LCL{prime}, where G is the cross spectral density matrix of inputs and outputs, L is a lower; triangular matrix with ones on the diagonal, and C is a diagonal matrix, and the symbol {prime} denotes the conjugate transpose. If a diagonal element of C is zero, the off diagonal elements in the corresponding column of L are set to zero. It is shown that the results can be equivalently obtained using singular value decomposition (SVD) of G{sub zz}. The formulation as a SVD problem suggests a way to order the inputs when a natural physical order of the inputs is absent.

Physical Description

10 p.

Notes

OSTI as DE95016743

Source

  • 66. shock and vibration symposium, Biloxi, MS (United States), 31 Oct - 3 Nov 1995

Language

Item Type

Identifier

Unique identifying numbers for this article in the Digital Library or other systems.

  • Other: DE95016743
  • Report No.: SAND--95-1094C
  • Report No.: CONF-9510195--3
  • Grant Number: AC04-94AL85000
  • Office of Scientific & Technical Information Report Number: 106476
  • Archival Resource Key: ark:/67531/metadc623534

Collections

This article is part of the following collection of related materials.

Office of Scientific & Technical Information Technical Reports

What responsibilities do I have when using this article?

When

Dates and time periods associated with this article.

Creation Date

  • August 7, 1995

Added to The UNT Digital Library

  • June 16, 2015, 7:43 a.m.

Description Last Updated

  • April 14, 2016, 2:08 p.m.

Usage Statistics

When was this article last used?

Yesterday: 1
Past 30 days: 4
Total Uses: 69

Interact With This Article

Here are some suggestions for what to do next.

Start Reading

PDF Version Also Available for Download.

Citations, Rights, Re-Use

Smallwood, D.O. Using singular value decomposition to compute the conditioned cross-spectral density matrix and coherence functions, article, August 7, 1995; Albuquerque, New Mexico. (digital.library.unt.edu/ark:/67531/metadc623534/: accessed September 20, 2017), University of North Texas Libraries, Digital Library, digital.library.unt.edu; crediting UNT Libraries Government Documents Department.