abstract:In linear algebra, the generalized singular value decomposition (GSVD) is the name of two different techniques based on the singular value decomposition. The two versions differ because one version decomposes two (or more) matrices (much like higher order PCA) and the other version uses a set of constraints imposed on the left and right singular vectors.
This paper discusses thesyntheticalcontroldesigningproblem for discretelinearstochasticsystemswithgeneralizedinversetheoryand the singularvaluedecomposition theory.