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Properties and Approximations of some Matrix Variate Probability Density Functions
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.ORCID iD: 0000-0002-3450-988X
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2011 (English)Report (Other academic)
Abstract [en]

This report contains properties and approximations of some matrix valued probability density functions. Expected values of functions of generalised Beta type II distributed random variables are derived. In two Theorems, approximations of matrix variate distributions are derived. A third theorem contain a marginalisation result.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2011. , 13 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 3042
Keyword [en]
Extended target, Random matrix, Kullback-Leibler divergence, Inverse Wishart, Wishart, Generalized Beta
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-88735ISRN: LiTH-ISY-R-3042OAI: oai:DiVA.org:liu-88735DiVA: diva2:605811
Projects
CADICSETTCUAS
Available from: 2013-02-22 Created: 2013-02-15 Last updated: 2014-08-11Bibliographically approved

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fulltext(511 kB)247 downloads
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Granström, KarlOrguner, Umut

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
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  • Other style
More styles
Language
  • de-DE
  • en-GB
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  • sv-SE
  • Other locale
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Output format
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