Fast random vector transforms in terms of pseudo-inverse within the Wiener filtering paradigm

Filtering in stochastic control theory (93E11) Theory of matrix inversion and generalized inverses (15A09) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Iterative numerical methods for linear systems (65F10)

Cites Work

Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Reduced-rank estimation for ill-conditioned stochastic linear model with high signal-to-noise ratio
A family of higher-order convergent iterative methods for computing the Moore-Penrose inverse
Iterative solutions to matrix equations of the form \(A_{i}XB_{i}=F_{i}\)
How close is the sample covariance matrix to the actual covariance matrix?
The SVD and reduced rank signal processing
A family of iterative methods for computing the approximate inverse of a square matrix and inner inverse of a non-square matrix
Computational methods for modelling of nonlinear systems
The scaling conjugate gradient iterative method for two types of linear matrix equations
Performance of the stochastic MV-PURE estimator in highly noisy settings
An efficient hyperpower iterative method for computing weighted Moore-Penrose inverse
Effective implementation to reduce execution time of a low-rank matrix approximation problem
A general class of arbitrary order iterative methods for computing generalized inverses
Filtering and compression for infinite sets of stochastic signals
Iterative Berechnung der reziproken Matrix.
Limit load and shakedown analysis of plastic structures under stochastic uncertainty
Introduction to Probability and Stochastic Processes with Applications
An efficient approach for computing optimal low-rank regularized inverse matrices
The Distributed Karhunen–Loève Transform
Robust Competitive Estimation With Signal and Noise Covariance Uncertainties
Quantitative estimates of the convergence of the empirical covariance matrix in log-concave ensembles
Optimal fixed rank transform of the second degree
Distributed Estimation Using Reduced-Dimensionality Sensor Observations
Stochastic MV-PURE Estimator— Robust Reduced-Rank Estimator for Stochastic Linear Model
Reduced-Dimension Linear Transform Coding of Correlated Signals in Networks
Optimal transform formed by a combination of nonlinear operators: the case of data dimensionality reduction
Probability and Random Variables: Theory and Applications
Generalized Rank-Constrained Matrix Approximations
An optimal filter of the second order
An Iterative Method for Computing the Generalized Inverse of an Arbitrary Matrix
Condition-Number-Regularized Covariance Estimation
Time series. Data analysis and theory.
Multilinear Karhunen-Loève transforms

This page was built for publication: Fast random vector transforms in terms of pseudo-inverse within the Wiener filtering paradigm

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6569165)