Subspace design of low-rank estimators for higher-order statistics

DOI10.1016/S0016-0032(02)00019-4zbMath1004.93042OpenAlexW2021821750WikidataQ62696181 ScholiaQ62696181MaRDI QIDQ697798

Athina P. Petropulu, Konstantinos I. Diamantaras, Ivan Bradaric

Publication date: 17 September 2002

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

Full work available at URL: https://doi.org/10.1016/s0016-0032(02)00019-4

zbMATH Keywords

system identificationhigher-order statisticsvariance reductionmean-square errorlow-rank estimates

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) System structure simplification (93B11)

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