Fast and stable modification of the Gauss–Newton method for low‐rank signal estimation

DOI10.1002/nla.2428WikidataQ114235400 ScholiaQ114235400MaRDI QIDQ5867165

Nina Golyandina, Nikita Zvonarev

Publication date: 12 September 2022

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.14215

zbMATH Keywords

time series; iterative method; Hankel matrix; Gauss-Newton method; low-rank approximation; variable projection

Mathematics Subject Classification ID

65F10: Iterative numerical methods for linear systems

65F55: Numerical methods for low-rank matrix approximation; matrix compression