Hermite Matrix and Its Eigenvalue-based Decomposition

ABSTRACT

In the MUSIC approach for multiple emitter location, the array covariance matrix is a Hermite matrix. In order to realize the MUSIC approach, we have to do the work of eigenvalue-based decomposition of the Hermite matrix. This paper proves that the problem of Hermite matrix decomposition can be transformed into the problem of real symmetric matrix decomposition, and the article gives the detailed transformation method. Using Jacobi diagonalization method, the eigenvalue-based decomposition of real symmetric matrix decomposition is realized on computer, so the eigenvalue-based decomposition of a Hermite matrix is realized on computer.

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