Well-Conditioned Linear Minimum Mean Square Error Estimation
Author:
Affiliation:
1. Department of Electrical and Computer Engineering and the Department of Mathematics, Colorado State University, Fort Collins, CO, USA
Publisher
Institute of Electrical and Electronics Engineers (IEEE)
Subject
Control and Optimization,Control and Systems Engineering
Link
http://xplorestaging.ieee.org/ielx7/7782633/9462165/09743409.pdf?arnumber=9743409
Reference15 articles.
1. Optimal reduced-rank estimation and filtering
2. Reduced-Rank Matrix Wiener Filters in Krylov Subspaces
3. Subspace Expansion and the Equivalence of Conjugate Direction and Multistage Wiener Filters
4. Has the VIX index been manipulated?
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