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
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;
Conference_Titel :
Information Theory, 1995. Proceedings., 1995 IEEE International Symposium on
Conference_Location :
Whistler, BC
Print_ISBN :
0-7803-2453-6
DOI :
10.1109/ISIT.1995.531316
