
SVD AND SIGNAL PROCESSING, III
Algorithms, Architectures and Applications
M. Moonen and B. De Moor (Editors)
9 1995 Elsevier Science B.V. All rights reserved.
407
PARAMETER ESTIMATION AND ORDER DETERMINATION IN
THE LOW-RANK LINEAR STATISTICAL MODEL
R.J. VACCARO, D.W. TUFTS, A.A. SHAH
Department of Electrical Engineering
The University of Rhode Island
Kingston, RI 02881, U.S.A.
vaccaro@ele, uri. edu
ABSTRACT. In this paper 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 ...