In this paper, we present and analyze the performance of multidimensional ESPRIT (<inline-formula> <tex-math notation="LaTeX">$N$</Tex-math></inline- formula>-D ESPRit) method for estimating parameters of large signals.Expand

The paper describes a solution method for matrix structured low-rank approximation, i.e., approximation of a given matrix by another matrix whose elements satisfy certain predefined relations.Expand

A software package is presented that computes locally optimal solutions to low-rank approximation problems with the following features: *mosaic Hankel structure constraint on the approximating matrix, *weighted 2-norm approximation criterion, *fixed elements in the data matrix, and *linear constraints on an approximation matrix's left kernel basis.Expand

We consider the problem of approximating an affinely structured matrix, for example a Hankel matrix, by a low-rank matrix with the same structure.Expand

In this paper, we study a polynomial decomposition model that arises in problems of system identification, signal processing, and machine learning.Expand

Singular Spectrum Analysis is a nonparametric method, which allows one to solve problems like decomposition of a time series into a sum of interpretable components, extraction of periodic components,… Expand