An introduction to envelopes: dimension reduction for efficient estimation in multivariate statistics

RD Cook - 2018 - books.google.com
Written by the leading expert in the field, this text reviews the major new developments in
envelope models and methods An Introduction to Envelopes provides an overview of the …

Robust GNSS receivers by array signal processing: Theory and implementation

C Fernández-Prades, J Arribas… - Proceedings of the …, 2016 - ieeexplore.ieee.org
One of the main vulnerabilities of GNSS receivers is their exposure to intentional or
unintentional jamming signals, which could even cause service unavailability. Several …

Optimal reduced-rank estimation and filtering

Y Hua, M Nikpour, P Stoica - IEEE transactions on signal …, 2001 - ieeexplore.ieee.org
This paper provides a unified view of, and a further insight into, a class of optimal reduced-
rank estimators and filters. An alternating power (AP) method for computing the optimal …

[图书][B] Coherence: In Signal Processing and Machine Learning

D Ramírez, I Santamaría, L Scharf - 2023 - books.google.com
This book organizes principles and methods of signal processing and machine learning into
the framework of coherence. The book contains a wealth of classical and modern methods …

A linear regression approach to state-space subspace system identification

M Jansson, B Wahlberg - Signal Processing, 1996 - Elsevier
Recently, state-space subspace system identification (4SID) has been suggested as an
alternative to the more traditional prediction error system identification. The aim of this paper …

The geometry of weighted low-rank approximations

JH Manton, R Mahony, Y Hua - IEEE Transactions on Signal …, 2003 - ieeexplore.ieee.org
The low-rank approximation problem is to approximate optimally, with respect to some norm,
a matrix by one of the same dimension but smaller rank. It is known that under the Frobenius …

Hyperspectral data geometry-based estimation of number of endmembers using p-norm-based pure pixel identification algorithm

AM Ambikapathi, TH Chan, CY Chi… - IEEE Transactions on …, 2012 - ieeexplore.ieee.org
Hyperspectral endmember extraction is a process to estimate endmember signatures from
the hyperspectral observations, in an attempt to study the underlying mineral composition of …

Reduced-rank envelope vector autoregressive model

SY Samadi, HMWB Herath - Journal of Business & Economic …, 2024 - Taylor & Francis
The standard vector autoregressive (VAR) models suffer from overparameterization which is
a serious issue for high-dimensional time series data as it restricts the number of variables …

Generalized multivariate analysis of variance-A unified framework for signal processing in correlated noise

A Dogandzic, A Nehorai - IEEE Signal Processing Magazine, 2003 - ieeexplore.ieee.org
Generalized multivariate analysis of variance (GMANOVA) and related reduced-rank
regression are general statistical models that comprise versions of regression, canonical …

Asymptotic distribution of the reduced rank regression estimator under general conditions

TW Anderson - The Annals of Statistics, 1999 - projecteuclid.org
In the regression model $\mathbf {Y}=\eta+\mathbf {BX}+\mathbf {Z} $ with $\mathbf {Z} $
unobserved, $\mathscr {E}\mathbf {Z}=\mathbf {0} $ and $\mathscr {E}\mathbf {ZZ}'=\mathbf …