Page 108 - Algorithm Collections for Digital Signal Processing Applications using MATLAB
P. 108

96                                                         Chapter 3

           4.2      Projection of the Vector on the Plane Described
                    by Two Column Vectors of the Matrix ‘X’















                            Figure 3-5. Projection of the vector on the plane


           The Linear combination of certain number of n-dimensional independent
           vectors forms the vector space. Thus  vector space is defined as the space
           spanned by the set of independent vectors.

                Consider the vector ‘a’ projected on the plane described by the vectors
           ‘x1’  and  ‘x2’.  Note  that  the  matrix  X  =[x1  x2].  The  vector  ‘p’  can  be
           represented  as the linear combination of the vector ‘x1’ and  ‘x2’ (i.e)
           column vectors of the matrix X as illustrated in the figure 3-4

              p=u1*x1+u2*x2

              p=[X]    u1
                            u2

              p=[X][s]

              Also the error vector  [a-p] is orthogonal to x1 and x2 as illustrated in the
           figure.
                      T

                                        T

              ⇒(a-Xs)  x1  =0   and  (a-Xs)  x2  =0

                                       T

              Jointly represented as [a-Xs] X =     0
                                               0


                 T

                          T
              ⇒a X =(Xs) X
   103   104   105   106   107   108   109   110   111   112   113