Parameter estimation and order determination in the low-rank linear statistical model

Authors

D. W. Tufts, University of Rhode Island
R. J. Vaccaro, University of Rhode Island
A. A. Shah, University of Rhode Island

Document Type

Conference Proceeding

Date of Original Version

1-1-1995

Abstract

We consider the problem of estimating the min-norm solution to a low-rank, linear statistical model. We calculate the statistics of the solution as a function of the statistical characterization of the matrix containing observation noise. We also present a new method for estimating the rank of the underlying noise-free matrix.

Publication Title, e.g., Journal

IEEE International Symposium on Information Theory - Proceedings

Citation/Publisher Attribution

Tufts, D. W., R. J. Vaccaro, and A. A. Shah. "Parameter estimation and order determination in the low-rank linear statistical model." IEEE International Symposium on Information Theory - Proceedings (1995): 112. https://digitalcommons.uri.edu/ele_facpubs/1163