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Definition (Positive Semidefinite)
A matrix QQQ is positive semidefinite if:
Theorem (Positive Semidefinite has dim Eigenvectors)
Let A\mathbf{A}A be a k×kk\times kk×k matrix of real elements. If A\mathbf{A}A is symmetric and positive semidefinite then it has kkk eigenvalues (counting multiplicities) and corresponding kkk mutually orthogonal eigenvectors.
Positive Definite
Positive Semidefinite
Convex Function
Controllability Gramian
Observability Gramian
Linear Quadratic Problem
Kalman Filter
Karhunen-Loeve Transform
Transform Coding Distortion
Closed-loop Predictor Coefficients