Dermoune, Azzouz; Rahmania, Nadji; Wei, Tianwen - In: Journal of Multivariate Analysis 105 (2012) 1, pp. 311-321
We consider a noisy observed vector y=x+u∈Rn. The unobserved vector x is a solution of a non-invertible linear system Ax=v, where v is a forcing term. A unique solution of the system is obtained by considering additional constraint on the vector x. This constraint is defined by a triple...