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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
Cone
Closed-loop Predictor Coefficients
Karhunen-Loeve Transform
Transform Coding Distortion
Controllability Gramian
Observability Gramian
Linear Quadratic Problem
Kalman Filter