Comparison of estimation error between two different low-rank Kalman-Bucy filters.
Shuto YamadaKentaro OhkiPublished in: SICE (2021)
Keyphrases
- low rank
- estimation error
- convex optimization
- missing data
- matrix factorization
- linear combination
- low rank matrix
- matrix completion
- rank minimization
- singular value decomposition
- estimation accuracy
- average error
- high order
- high dimensional data
- error rate
- semi supervised
- matrix decomposition
- singular values
- standard deviation
- trace norm
- minimization problems
- robust principal component analysis
- covariance matrix
- higher order
- high dimensional
- dimensionality reduction
- multiresolution
- recommender systems
- data mining