The time-varying eigenvalue problem with application to signal processing and control

Grant number: DP0451376


Linear models are ubiquitous in representing physical processes. Decomposing a linear model into its fundamental components is known as the eigenvalue problem. In applications as wide ranging as astronomy, aircraft control systems, Internet search engines and communication systems, it is necessary to perform this decomposition of a pertinent time varying linear model on the fly. This project aims to develop significantly faster and more accurate algorithms for this time varying eigenvalue problem than currently exist. Very modern techniques will be employed to achieve this aim, and the potential benefits to Australian hi-tech industries are great.