Aircraft System Identification: Theory and Practice

Appendix A: Mathematical Background

A.1 Linear Algebra

A.1.1 Basics

A matrix is a rectangular array. The matrix


is called an m n matrix, meaning there are m rows and n columns. The vector


is an n 1 column vector. The vector


is a 1 m row vector. The dimension of a vector is the number of elements in the vector; e.g., the dimension of the vector x above is n. Matrices can be thought of as consisting of row vectors stacked vertically, or column vectors stacked horizontally.

The transpose of a matrix is the matrix obtained by switching the rows and columns. For the matrix A in Eq. (A.1), the transpose is an n m matrix


Matrices with the same dimensions can be added by adding their corresponding elements,


Multiplying a matrix by a scalar is the same as multiplying each element in the matrix by that scalar,


for any scalar k. Two matrices A and B can be multiplied in the order AB if the number of columns of A equals the number of rows of B . When this is true, the matrices A and B are said to be conformable or to have conformable dimensions. The product of an m n matrix A with an n P matrix B is an m P matrix C, computed as


In general, matrix multiplication is not commutative, so AB

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