Title :
Factor analysis of moving average processes
Author :
Mattia Zorzi;Rodolphe Sepulchre
Author_Institution :
Dipt. di Ing. dell´Inf., Univ. di Padova, Padua, Italy
fDate :
7/1/2015 12:00:00 AM
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"
Conference_Titel :
Control Conference (ECC), 2015 European
DOI :
10.1109/ECC.2015.7331087
