• DocumentCode
    3693619
  • Title

    Factor analysis of moving average processes

  • Author

    Mattia Zorzi;Rodolphe Sepulchre

  • Author_Institution
    Dipt. di Ing. dell´Inf., Univ. di Padova, Padua, Italy
  • fYear
    2015
  • fDate
    7/1/2015 12:00:00 AM
  • Firstpage
    3579
  • Lastpage
    3584
  • Abstract
    The paper considers an extension of factor analysis to moving average processes. The problem is formulated as a rank minimization of a suitable spectral density. It is shown that it can be adequately approximated via a trace norm convex relaxation.
  • Keywords
    "Yttrium","Covariance matrices","Convex functions","Standards","Analytical models","Gaussian noise","Minimization"
  • Publisher
    ieee
  • Conference_Titel
    Control Conference (ECC), 2015 European
  • Type

    conf

  • DOI
    10.1109/ECC.2015.7331087
  • Filename
    7331087
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3693619