Title :
Estimation of the signal component of a data vector
Author :
Shah, Arif Ali ; Tufts, Donald W.
Author_Institution :
Dept. of Electr. Eng., Rhode Island Univ., Kingston, RI, USA
Abstract :
Evaluation and improvement of a data-adaptive signal estimation algorithm are presented. Perturbation analysis of a rank-reduced data matrix is used to reveal its statistical properties. The obtained information is used for calculating the performance of the Toeplitz-restoration algorithm of D. Tufts et al. (1982). The analysis leads to improvements of the method, and the predicted improvements are demonstrated by simulation and comparison with Cramer-Rao bounds
Keywords :
filtering and prediction theory; matrix algebra; parameter estimation; signal processing; Cramer-Rao bounds; Toeplitz-restoration algorithm; data vector; perturbation analysis; rank-reduced data matrix; signal estimation algorithm; statistical properties; Analytical models; Estimation; Filtering; Interference suppression; Matrix decomposition; Performance analysis; Predictive models; Signal analysis; Singular value decomposition; Vectors;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1992. ICASSP-92., 1992 IEEE International Conference on
Conference_Location :
San Francisco, CA
Print_ISBN :
0-7803-0532-9
DOI :
10.1109/ICASSP.1992.226600
