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Adaptive filtering for estimation of a low-rank positive semidefinite matrix

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Academic year: 2021

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Figure

Fig. 1. (a): kGG T − W k 2 versus number of iterations for algorithm (19) with model (11) and noise turned off ν = 0
Fig. 2. (a) kU BU T − Wk 2 versus number of iterations for algorithm (23)-(24) with model (11) and noise turned off ν = 0

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