Diagonal and low-rank decompositions and fitting ellipsoids to random points
Identifying a subspace containing signals of interest in additive noise is a basic system identification problem. Under natural assumptions, this problem is known as the Frisch scheme and can be cast as decomposing an n × n positive definite matrix as the sum of an unknown diagonal matrix (the noise...
| Main Authors: | , , |
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| Other Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Institute of Electrical and Electronics Engineers (IEEE),
2014-10-09T15:53:41Z.
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| Subjects: | |
| Online Access: | Get fulltext |