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This document is a homework assignment on least-squares Khatri-Rao factorization (LSKRF) for estimating matrices A and B from their Khatri-Rao product X. It is divided into two parts: 1) applying LSKRF to sample data, verifying the estimates match the original data. 2) Performing Monte Carlo experiments with noisy data, comparing estimation accuracy for different signal-to-noise ratios and matrix dimensions. The results show estimation error decreases with higher SNR and that larger matrix dimensions improv

Author

Michel Gonzaga Dos Santos

Language

EN