Stochastic estimation method of eigenvalue density for nonlinear eigenvalue problem on the complex plane.
Yasuyuki MaedaYasunori FutamuraTetsuya SakuraiPublished in: JSIAM Lett. (2011)
Keyphrases
- high accuracy
- covariance matrix
- objective function
- estimation algorithm
- high order
- least squares
- detection method
- preprocessing
- dynamic programming
- computational cost
- probabilistic model
- similarity measure
- cost function
- parameter estimation
- high dimensional
- monte carlo
- pairwise
- computational complexity
- estimation accuracy
- correlation matrix