A Non-negative Matrix Factorization approach to state estimation in stochastic systems
Yuzhen Xue, Thordur Runolfsson · 2009 IEEE/SP 15th Workshop on Statistical Signal Processing · 2009
In this paper a novel Non-negativeMatrix Factorization (NMF) based state estimation approach is applied to a stochastic system. Recognizing that uniqueness of solutions is a challenge in NMF in general, we analyze in the paper under what conditions NMF has a unique solution in the stochastic system state estimation context. Moreover, we explore the system attributes corresponding to those conditions. Examples are presented to illustrate the analysis and to manifest the effectiveness of the proposed algorithm.