title: Search of weights in the problem of finite-rank signal estimation in presence of noise
metadata.name: dc.contributor.author
metadata.value: Zvonarev, Nikita K.
metadata.lang: -
metadata.name: dc.date.accessioned
metadata.value: 2021-10-07T11:49:58Z
metadata.lang: -
metadata.name: dc.date.available
metadata.value: 2021-10-07T11:49:58Z
metadata.lang: -
metadata.name: dc.date.issued
metadata.value: 2021-09
metadata.lang: -
metadata.name: dc.identifier.citation
metadata.value: Zvonarev N.K. Search of weights in the problem of finite-rank signal estimation in presence of noise. Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 2021, vol. 8 (66), issue 3, pp. 417–429.
metadata.lang: en_GB
metadata.name: dc.identifier.other
metadata.value: https://doi.org/10.21638/spbu01.2021.304
metadata.lang: -
metadata.name: dc.identifier.uri
metadata.value: http://hdl.handle.net/11701/33258
metadata.lang: -
metadata.name: dc.description.abstract
metadata.value: The problem of weighted finite-rank time-series approximation is considered for signal
  estimation in “signal plus noise” model, where the inverse covariance matrix of noise is
  (2p+1)-diagonal. Finding of weights, which improve the estimation accuracy, is examined.
  An effective method for the numerical search of the weights is constructed and proved.
  Numerical simulations are performed to study the improvement of the estimation accuracy
  for several noise models.
metadata.lang: en_GB
metadata.name: dc.description.sponsorship
metadata.value: The work is supported by Russian Foundation for Basic Research (grant No. 20-01-00067).
metadata.lang: en_GB
metadata.name: dc.language.iso
metadata.value: ru
metadata.lang: en_GB
metadata.name: dc.publisher
metadata.value: St Petersburg State University
metadata.lang: en_GB
metadata.name: dc.relation.ispartofseries
metadata.value: Vestnik of St Petersburg University. Mathematics. Mechanics. Astronomy;Volume 8 (66); Issue 3
metadata.lang: -
metadata.name: dc.subject
metadata.value: time series
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: Cadzow’s iterative method
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: time series of finite rank
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: weighted lowrank approximation
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: Kullback – Leibler divergence
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: optimization methods
metadata.lang: en_GB
metadata.name: dc.title
metadata.value: Search of weights in the problem of finite-rank signal estimation in presence of noise
metadata.lang: en_GB
metadata.name: dc.type
metadata.value: Article
metadata.lang: en_GB
resources.filename: 417-429.pdf
resources.url: https://dspace.spbu.ru/bitstream/11701/33258/1/417-429.pdf
resources.format: Adobe PDF
resources.size: 380,35 kB