We define incidence matrices to be zero-one matrices with no zero rows or columns. We are interested in counting incidence matrices with a given number of ones, irrespective of th...
Abstract—We consider a certain class of large random matrices, composed of independent column vectors with zero mean and different covariance matrices, and derive asymptotically ...
Let S be a p × p random matrix having a Wishart distribution Wp(n, n−1Σ). For testing a general covariance structure Σ = Σ(ξ), we consider a class of test statistics Th = n...
This paper investigates an efficient estimation method for a class of switching regressions based on the characteristic function (CF). We show that with the exponential weighting ...
Design of iterative learning control (ILC) often requires some prior knowledge about a system's control matrix. In some applications, such as uncalibrated visual servoing, th...