Low-rank signal subspace: parameterization, projection and signal estimation

DOI10.4310/21-SII709MaRDI QIDQ2172377

Nikita Zvonarev, Nina Golyandina

Publication date: 15 September 2022

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2101.09779

zbMATH Keywords

time seriesstructured low-rank approximationlinear recurrence relationvariable projectionsignal estimationsignal subspacethe Gauss-Newton method

Mathematics Subject Classification ID

Statistics (62-XX) Newton-type methods (49M15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Time series analysis of dynamical systems (37M10)

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