Abstract.The full-rank LDL* decomposition of a polynomial Hermitian matrix is examined. Explicit formulae are given evaluating the coefficients of matrices 𝑙𝑖𝑗 and 𝑑𝑗𝑗. Also, a new method is ...
Solutions are derived to three various versions of the problem of when the dispersion matrix of the best linear unbiased estimator of the expectation vector in the general Gauss-Markov model can be ...