Dimensionality reduction and volume minimization -- generalization of the determinant minimization criterion for reduced rank regression problems

DOI10.1016/J.LAA.2006.01.032zbMath1102.93016OpenAlexW2057268267MaRDI QIDQ852642

Berkant Savas

Publication date: 15 November 2006

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2006.01.032

zbMATH Keywords

volumedeterminantminimization criterionrank deficient matrix

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) System identification (93B30) Numerical computation of determinants (65F40)

Cites Work

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• A linear regression approach to state-space subspace system identification
• Weighted LS and TLS approaches yield asymptotically equivalent results
• Rank reduction and volume minimization approach to state-space subspace system identification
• A volume associated with \(m{\times}n\) matrices
• The maximum likelihood estimate in reduced‐rank regression
• Matrix Analysis
• Numerical Methods for Computing Angles Between Linear Subspaces

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