A new treatment of the inverse problem of multivariate analysis (Q4531338): Difference between revisions
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scientific article; zbMATH DE number 1747412
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English | A new treatment of the inverse problem of multivariate analysis |
scientific article; zbMATH DE number 1747412 |
Statements
A new treatment of the inverse problem of multivariate analysis (English)
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3 June 2003
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multivariate regression coefficient matrices
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stochastic filtering
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signal autocovariance matrix
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inverse problem
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matrix equation
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random matrices
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algorithm
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computational complexity
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numerical examples
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singular value decompositions
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