NDLI: Signal subspace decomposition of ideal covariance matrices

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Signal subspace decomposition of ideal covariance matrices

Content Provider	IEEE Xplore Digital Library
Author	Sathyanarayana Rao, S. Raman, R.
Copyright Year	1992
Description	Author affiliation: Dept. of Electr. Eng., Villanova Univ., PA, USA (Sathyanarayana Rao, S.; Raman, R.)
Abstract	Xu and Kailath have proposed (1992) a fast algorithm for signal subspace decomposition that exploits the special matrix structure associated with signal subspace algorithms. This work presents some modifications which eliminate the need to estimate the noise eigenvalue in order to estimate the orthonormal basis of an ideal covariance matrix. The algorithm yields the exact signal subspace and in so doing yields the exact subspace dimension. The modifications presented reduce the computational load by at least a factor of four.
Starting Page	334
Ending Page	337
File Size	298811
Page Count	4
File Format	PDF
ISBN	0780305086
DOI	10.1109/SSAP.1992.246782
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	1992-10-07
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Covariance matrix Eigenvalues and eigenfunctions Yield estimation Convergence Noise reduction Signal processing System identification Computational complexity Power system harmonics Optical wavelength conversion
Content Type	Text
Resource Type	Article

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