The problem of time series approximation by series of finite rank is considered from the viewpoint of signal extraction. For signal estimation, a weighted least-squares method is applied to the… Expand

The paper is devoted to the solution of a weighted non-linear least-squares problem for low-rank signal estimation, which is related Hankel structured low-rank approximation problems. The solution is… Expand

The paper contains several theoretical results related to the weighted nonlinear least-squares problem for low-rank signal estimation, which can be considered as a Hankel structuredlow-rank approximation problem.Expand

The paper is devoted to the solution of a weighted nonlinear least squares problem for low-rank signal estimation, which is related to Hankel structuredlow-rank approximation problems.Expand