Reduced rank linear regression and weighted low rank approximations

IEEE Transactions on Signal Processing

Volumn 54, Issue 6 I, 2006, Pages 2063-2075

  Werner, Karl ^a   Jansson, Magnus ^a  

^a ROYAL INSTITUTE OF TECHNOLOGY   (Sweden)

Author keywords

Cra er Rao lower bound (CRB); Factor analysis; Parameter estimation; Rank detection; Reduced rank linear regression; Weighted low rank approximation (WLRA)

Indexed keywords

APPROXIMATION THEORY; MATHEMATICAL MODELS; PARAMETER ESTIMATION; REGRESSION ANALYSIS; STATISTICAL TESTS;

CRAM-RAO LOWER BOUND (CRB); FACTOR ANALYSIS; LINEAR REGRESSION; RANK DETECTION; REDUCED RANK LINEAR REGRESSION; WEIGHTED LOW RANK APPROXIMATION (WLRA);

SPURIOUS SIGNAL NOISE;

EID: 33744527863     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2006.873502     Document Type: Article

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