화학공학소재연구정보센터
IEEE Transactions on Automatic Control, Vol.47, No.11, 1953-1957, 2002
Comment on "Order-recursive factorization of the pseudoinverse of a covariance matrix" - Author's reply
The comment gives a counterexample to the previous paper, with which this author agrees. In this correction to that paper, it is shown that replacing "the pseudoinverse" with "a generalized inverse" and replacing Section H: Factor of a Pseudoinverse of a Covariance Matrix with the new Section 11 as follows, corrects the problem and establishes a rigorous theory. Some examples are give to illustrate the theory and practice of the order-recursive procedure using g-inverses.