Dimensionality reduction and volume minimization -- generalization of the determinant minimization criterion for reduced rank regression problems

DOI10.1016/J.LAA.2006.01.032MaRDI QIDQ852642zbMATH OpenOpenAlexFDO

Authors Berkant Savas

Publication date 15 November 2006

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2006.01.032

zbMATH Keywords

determinantminimization criterionrank deficient matrixvolume

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical computation of determinants (65F40) System identification (93B30)

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Cites work

• A linear regression approach to state-space subspace system identification
• A volume associated with \(m{\times}n\) matrices
• scientific article; zbMATH DE number 1342053 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• Matrix Analysis
• Numerical Methods for Computing Angles Between Linear Subspaces
• Rank reduction and volume minimization approach to state-space subspace system identification
• The maximum likelihood estimate in reduced‐rank regression
• Weighted LS and TLS approaches yield asymptotically equivalent results

Cited in

(4)

• Rank reduction and volume minimization approach to state-space subspace system identification
• Dimension reduction of multivariate linear systems under \(H^ \infty\) constraints
• Minimal \(\sigma\)-field for flexible sufficient dimension reduction
• Reduced-rank regression: a useful determinant identity

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