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positive semi-definite matrix

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Noha on 19 Oct 2018

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Answered: Jeff Miller on 20 Oct 2018

I have obtained the correlation matrix of a signal, how can I make it positive semi-definite using matlab?

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Jeff Miller on 20 Oct 2018

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https://uk.mathworks.com/matlabcentral/answers/425024-positive-semi-definite-matrix#answer_342450

Maybe this link will help: How to make positive semi-definite covariance matrix

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