0360025 20240111140756.320111108235959.9 000296062404168 10.1109/ICASSP.2011.5947270 4 s. cav_un_epca*0363842978-1-4577-0539-74164-4167PiscatawayIEEE2011 Multilinear models canonical polyadic decomposition Cramer-Rao lower bound cav_un_auth*0101212 Tichavský Petr Stochastická informatika Department of Stochastic Informatics SI SI UTIA-B Department of Stochastic Informatics Ústav teorie informace a automatizace AV ČR, v. v. i. cav_un_auth*0108100 Koldovský Zbyněk Stochastická informatika Department of Stochastic Informatics SI SI UTIA-B Department of Stochastic Informatics Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2011/SI/tichavsky-stability of candecomp-parafac tensor decomposition.pdf 166 kB 1M0572 GA MŠk cav_un_auth*0001814 GA102/09/1278 GA ČR cav_un_auth*0253174 CEZ:AV0Z10750506 In this paper, stability of the CANDECOMP-PARAFAC (CP) tensor decomposition is addressed. It is done by deriving the Cramer-Rao lower bound (CRLB) on variance of an unbiased estimate of the tensor parameters, i.e. elements of its factor matrices, from its noisy observation. Analytical closed-form expressions of the bound are derived for 3 way tensors of rank 1 and 2. As a byproduct, a novel computationally efficient expression for the inverse of the approximate Hessian matrix is derived. cav_un_auth*0272319 2011 IEEE International Conference on Acoustics, Speech, and Signal Processing ICASSP 2011 Praha 22.05.2011-27.05.2011 CZ 2012 BB 2 http://hdl.handle.net/11104/0197676 2011 000296062404168 WOS 166 kB cav_un_epca*0363842 Proceedings of IEEE International Conference on Acoustics, Speech and Signal Processing 2011 978-1-4577-0539-7 4164 4167 Piscataway IEEE 2011