Title :
The threshold analysis of SVD-based algorithms
Author :
Tufts, D.W. ; Kot, A.C. ; Vaccaro, R.J.
Author_Institution :
Dept. of Electr. Eng., Rhode Island Univ., Kingston, RI, USA
Abstract :
The problem of analyzing the threshold effect of signal processing algorithms which use the singular-value decomposition (SVD) is addressed. The probability of obtaining an outlier is calculated and used to determine the threshold SNR at which the variance of parameter estimation errors depart from Cramer-Rao bound behavior. Simulation results using low rank approximation and linear prediction for frequency estimation verify the analysis. The same method of analysis can be applied to a broad class of parameter-estimation methods in which the principal-component technique or low rank approximations to matrices are used
Keywords :
filtering and prediction theory; matrix algebra; parameter estimation; probability; signal processing; Cramer-Rao bound behavior; SNR; frequency estimation; linear prediction; low rank approximation; matrix approximation; outlier probability; parameter estimation errors; principal-component technique; signal processing algorithms; singular-value decomposition; threshold analysis; Algorithm design and analysis; Analytical models; Least squares approximation; Matrix decomposition; Parameter estimation; Predictive models; Probability; Signal analysis; Signal processing algorithms; Signal to noise ratio;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1988. ICASSP-88., 1988 International Conference on
Conference_Location :
New York, NY
DOI :
10.1109/ICASSP.1988.197129
