Determining if a noise corrupted matrix is singular
John E. Purviance · 1983
The problem of determining if a square matrix is singular by examining the matrix corrupted by additive noise with known statistics is addressed. This problem occurs in numerous identification algorithms. The concept of Normed Sense Singularity is introduced to solve this problem. A threshold test is developed which statistically determines Normed Sense Singularity by examining the matrix properties of the singular values and the spectral norm.