Abstract: In this paper we study the inverse eigenvalue problem for symmetric special matrices and introduce sufficient conditions for obtaining nonnegative matrices. We get the HROU algorithm from [1] and introduce some extension of this algorithm. If we have some eigenvectors and associated eigenvalues of a matrix, then by this extension we can find the symmetric matrix that its eigenvalue and eigenvectors are given. At last we study the special cases and get some remarkable results.
Abstract: The householder RLS (HRLS) algorithm is an O(N2)
algorithm which recursively updates an arbitrary square-root of the
input data correlation matrix and naturally provides the LS weight
vector. A data dependent householder matrix is applied for such
an update. In this paper a recursive estimate of the eigenvalue
spread and misalignment of the algorithm is presented at a very low
computational cost. Misalignment is found to be highly sensitive to
the eigenvalue spread of input signals, output noise of the system and
exponential window. Simulation results show noticeable degradation
in the misalignment by increase in eigenvalue spread as well as
system-s output noise, while exponential window was kept constant.