On determining upper bounds of maximal eigenvalue of Hermitian positive-definite matrix

• Published in: IEEE signal processing letters Vol. 10; no. 9; pp. 267 - 269
• Main Authors: Park, Daeyoung, Lee, Byeong Gi
• Format: Journal Article
• Language: English
• Published: New York IEEE 01-09-2003; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Additive white noise; AWGN; Eigenvalues; Eigenvalues and eigenfunctions; Equations; Finite impulse response filter; Gaussian noise; Polynomials; Signal processing; Signal to noise ratio; Upper bound; Upper bounds
• ISSN: 1070-9908; 1558-2361
• DOI: 10.1109/LSP.2003.815614

We first present a new method of determining the upper bounds of maximal eigenvalue of Hermitian positive-definite matrix, which includes the Dembo's (1988) upper bound as a special case. Then we derive the kth-order upper bound /spl Lambda//sub k/ and its first-round iteration /spl Lambda//sub k//sup (1)/ which is much tighter than the Dembo's upper bound /spl Lambda//sub 0/.