Corpus ID: 119151822

Modified Gauss-Newton method in low-rank signal estimation

@article{Zvonarev2018ModifiedGM,
  title={Modified Gauss-Newton method in low-rank signal estimation},
  author={N. Zvonarev and N. Golyandina},
  journal={arXiv: Numerical Analysis},
  year={2018}
}
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 constructed by a modified weighted Gauss-Newton method. The advantage of the suggested method is the possibility of its stable and fast implementation. The method is compared with a known method, which uses the variable-projection approach, by stability, accuracy and computational cost. For the… Expand

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