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Analysis and Design in the Problem of Vector Deconvolution

  • Anatoly ZhigljavskyEmail author
  • Nina Golyandina
  • Jonathan Gillard
Conference paper
Part of the Contributions to Statistics book series (CONTRIB.STAT.)

Abstract

We formulate the problem of deconvolution of a given vector as an optimal design problem and suggest numerical algorithms for solving this problem. We then discuss an important application of the proposed methods for problems of time series analysis and signal processing and also to the low-rank approximation of structured matrices.

Keywords

Singular Value Decomposition Little Square Estimate Singular Spectrum Analysis Global Optimization Technique Hankel Matrice 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Notes

Acknowledgements

(i) The authors are grateful to all three referees for their interesting and valuable comments. (ii) Research of the first author was supported by the Russian Science Foundation, project No. 15-11-30022 “Global optimization, supercomputing computations, and applications”.

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Copyright information

© Springer International Publishing Switzerland 2016

Authors and Affiliations

  • Anatoly Zhigljavsky
    • 1
    • 2
    Email author
  • Nina Golyandina
    • 3
  • Jonathan Gillard
    • 1
  1. 1.Cardiff UniversityCardiffUK
  2. 2.Lobachevskii Nizhnii Novgorod State UniversityNizhny NovgorodRussia
  3. 3.St.Petersburg State UniversitySt. PetersburgRussia

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