线性最小方差估计中观测数据的最低维数无损压缩
Lossless Linear Compression of Data with Minimal Dimension in Linear Minimum Variance Estimation
本文研究了在线性最小方差估计中对观测数据的压缩问题，给出了数据压缩前后估计不变的充分必要条件，并给出了这个充要条件的显式解。
onsider a Linear Minimum Variance (LMV) estimation problem where the linear transformation of data is needed to compress dimension of observation data without loss of performance. A necessary and su±cient condition is given. Furthermore, an explicit solution (a lossless linear minimal dimension compression) in the sense of minimum variance is presented.
宋恩彬、翁洋、朱允民
数学
最小方差估计，无损压缩，线性变换，奇异值分解
LMV estimation lossless compression linear transformation singular value
宋恩彬,翁洋,朱允民.线性最小方差估计中观测数据的最低维数无损压缩[EB/OL].(2005-12-26)[2025-08-17].http://www.paper.edu.cn/releasepaper/content/200512-646.点此复制
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