Reduced-rank estimation for ill-conditioned stochastic linear model with high signal-to-noise ratio
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Publication:308243
DOI10.1016/j.jfranklin.2016.05.007zbMath1344.93096OpenAlexW2401186400MaRDI QIDQ308243
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
Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) System structure simplification (93B11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Stochastic systems in control theory (general) (93E03)
Uses Software
Cites Work
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