Polynomial eigenvalue decomposition for eigenvalues with unmajorised ground truth – Reconstructing analytic dinosaurs
When estimated space-time covariance matrices from finite data, any intersections of ground truth eigenvalues will be obscured, and the exact eigenvalues become spectrally majorised with probability one. In this paper, we propose a novel method for accurately extracting the ground truth analytic eig...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2025-06-01
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| Series: | Science Talks |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2772569325000192 |
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