On SVD for estimating generalized eigenvalues of singular matrix pencil in noise.
Yingbo HuaTapan K. SarkarPublished in: IEEE Trans. Signal Process. (1991)
Keyphrases
- singular value decomposition
- singular values
- low rank
- correlation matrix
- covariance matrix
- least squares
- singular vectors
- random noise
- dimension reduction
- moore penrose
- latent semantic indexing
- eigenvalues and eigenvectors
- principal component analysis
- dimensionality reduction
- noise level
- signal to noise ratio
- data matrix
- low rank approximation
- reconstruction error
- rigid body
- noise model
- linear algebra
- noisy data
- factorization method
- additive noise
- eigendecomposition
- positive definite
- eigenvalue decomposition
- noise reduction
- objective function