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

DOI10.1016/J.JFRANKLIN.2016.05.007zbMATH Open1344.93096OpenAlexW2401186400MaRDI QIDQ308243FDOQ308243

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

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zbMATH Keywords

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

Mathematics Subject Classification ID

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

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Cited In (2)

• Rank reduction and James-Stein estimation.
• Fast random vector transforms in terms of pseudo-inverse within the Wiener filtering paradigm

Uses Software

• VanHuffel
• ICALAB

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