理想协方差矩阵的信号子空间分解

[1992] IEEE Sixth SP Workshop on Statistical Signal and Array Processing Pub Date : 1992-10-07 DOI:10.1109/SSAP.1992.246782

S. Sathyanarayana Rao, R. Raman

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引用次数: 0

摘要

Xu和Kailath(1992)提出了一种快速的信号子空间分解算法，该算法利用了与信号子空间算法相关的特殊矩阵结构。这项工作提出了一些修改，消除了为了估计理想协方差矩阵的正交基而需要估计噪声特征值的需要。该算法产生精确的信号子空间，从而产生精确的子空间维数。所提出的修改将计算负荷减少了至少4倍

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Signal subspace decomposition of ideal covariance matrices

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.<>

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[1992] IEEE Sixth SP Workshop on Statistical Signal and Array Processing

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