Title :
On weighted subspace estimates in system identification
Author :
Cardoso, J.F. ; Loubaton, P. ; Moulines, E.
Author_Institution :
Dept. SIG, Ecole Nat. Superieure des Telecommun., Paris, France
Abstract :
Subspace based estimates, i.e. estimates obtained by exploiting the orthogonality between a set of vector statistics and a set of parameter-dependent vectors have gained much popularity in the signal processing literature. The article develops a general theory for such estimates. It discusses the generalization of the optimal weighted subspace fitting approach, introduced by Viberg (1989) in the DOA estimation context. It establishes that the optimal weighted estimate enjoy some invariance properties
Keywords :
direction-of-arrival estimation; optimisation; statistical analysis; DOA estimation; invariance properties; optimal weighted subspace fitting; parameter dependent vectors; signal processing; subspace matching; system identification; vector statistics; weighted subspace estimates; Array signal processing; Covariance matrix; Direction of arrival estimation; Frequency estimation; Parameter estimation; Signal processing; Statistical distributions; Statistics; System identification; White noise;
Conference_Titel :
Statistical Signal and Array Processing, 1996. Proceedings., 8th IEEE Signal Processing Workshop on (Cat. No.96TB10004
Conference_Location :
Corfu
Print_ISBN :
0-8186-7576-4
DOI :
10.1109/SSAP.1996.534889
