Matrices whose inverses are tridiagonal, band or block-tridiagonal and their relationship with the covariance matrices of a random Markov process

DOI10.2298/FIL1905335BzbMath1499.15102MaRDI QIDQ5080755

Ulan Brimkulov

Publication date: 31 May 2022

Published in: Filomat (Search for Journal in Brave)

zbMATH Keywords

tridiagonal matricesbanded matricesblock-tridiagonal matricesbest linear unbiased estimates (BLUE)multiply connected (\(m\)-connected) Markov processrandom field filtering and parametric identificationsimple (ordinary connected) Markov processvector (\(m\)-dimensional) Markov process

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Toeplitz, Cauchy, and related matrices (15B05) Applications of continuous-time Markov processes on discrete state spaces (60J28)

Related Items (1)

Determinants of some pentadiagonal matrices

Cites Work

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• Computational methods of linear algebra
• Some features of generalized least squares method for identification of Markov stochastic processes
• Estimation of parameters in a linear model
• A Review on the Inverse of Symmetric Tridiagonal and Block Tridiagonal Matrices
• Matrices with banded inverses: inversion algorithms and factorization of Gauss-Markov processes
• Block matrices with L-block-banded inverse: inversion algorithms
• The numerical solution of Laplace’s and Poisson’s equations

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