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: | en_US |
| Published: |
Institute of Electrical and Electronics Engineers (IEEE)
2014
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| Online Access: | http://hdl.handle.net/1721.1/90825 https://orcid.org/0000-0003-1132-8477 https://orcid.org/0000-0003-0149-5888 |