DocumentCode
2257432
Title
Parameter estimation and order determination in the low-rank linear statistical model
Author
Tufts, D.W. ; Vaccaro, R.J. ; Shah, A.A.
Author_Institution
Dept. of Electr. Eng., Rhode Island Univ., Kingston, RI, USA
fYear
1995
fDate
17-22 Sep 1995
Firstpage
112
Abstract
We consider the problem of estimating the min-norm solution to a low-rank, linear statistical model. We calculate the statistics of the solution as a function of the statistical characterization of the matrix containing observation noise. We also present a new method for estimating the rank of the underlying noise-free matrix
Keywords
interference (signal); noise; parameter estimation; signal processing; statistical analysis; bias; low-rank linear statistical model; min-norm solution; noise-free matrix rank; observation noise; order determination; parameter estimation; statistical characterization; variance; Adaptive signal detection; Additive noise; Equations; Helium; Matrix decomposition; Parameter estimation; Performance analysis; Singular value decomposition; Statistics; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Theory, 1995. Proceedings., 1995 IEEE International Symposium on
Conference_Location
Whistler, BC
Print_ISBN
0-7803-2453-6
Type
conf
DOI
10.1109/ISIT.1995.531316
Filename
531316
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