Low-rank decomposition of multi-way arrays: a signal processing perspective

In many signal processing applications of linear algebra tools, the signal part of a postulated model lies in a so-called signal sub-space, while the parameters of interest are in one-to-one correspondence with a certain basis of this subspace. The signal sub-space can often be reliably estimated from measured data, but the particular basis of interest cannot be identified without additional problem-specific structure. This is a manifestation of rotational indeterminacy, i.e., non-uniqueness of low-rank matrix decomposition. The situation is very different for three-or higher-way arrays, i.e., arrays indexed by three or more independent variables, for which low-rank decomposition is unique under mild conditions. This has fundamental implications for DSP problems which deal with such data. This paper provides a brief lour of the basic elements of this theory, along with many examples of application in problems of current interest in the signal processing community.