An Upper Bound on the Number of Linear Relations Identiied from Noisy Data by the Frisch Scheme
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On computing the maximum corank in the Frisch scheme
The paper concerns the Frisch scheme for identii-cation of linear relations from static noisy data. The central problem is, for a given non-singular nn noisy, linearly independent data covariance matrix n , determine the maximal corank of n ? n , and associated maximizers ? n , over the set of diagonal uncorre-lated additive noise covariance matrices n such that n n , i.e. such that n ? ? n is ...
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تاریخ انتشار 1995