Performance of the stochastic MV-PURE estimator in highly noisy settings

DOI10.1016/J.JFRANKLIN.2014.03.012zbMath1290.93176arXiv1303.4956OpenAlexW2964322518MaRDI QIDQ2017261

Tomasz Piotrowski, Isao Yamada

Publication date: 25 June 2014

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

Full work available at URL: https://arxiv.org/abs/1303.4956

zbMATH Keywords

additive noisemean-square-error (MSE)stochastic minimum-variance pseudo-unbiased reduced-rank estimator

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) System structure simplification (93B11)

Related Items (1)

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

Uses Software

• ICALAB

Cites Work

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