Reduced-rank estimation for ill-conditioned stochastic linear model with high signal-to-noise ratio

DOI10.1016/j.jfranklin.2016.05.007zbMath1344.93096OpenAlexW2401186400MaRDI QIDQ308243

Tomasz Piotrowski, Isao Yamada

Publication date: 6 September 2016

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2016.05.007

zbMATH Keywords

high signal-to-noise ratioill-conditioned stochastic linear modelreduced-rank estimation

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) System structure simplification (93B11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Stochastic systems in control theory (general) (93E03)

Uses Software

• VanHuffel
• ICALAB

Cites Work

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