Title :
Algorithms and performance analysis for estimation of low-rank matrices with Kronecker structured singular vectors
Author :
Suryaprakash, Raj Tejas ; Moore, Brian E. ; Nadakuditi, Raj Rao
Author_Institution :
Dept. of EECS, Univ. of Michigan, Ann Arbor, MI, USA
Abstract :
We consider the problem of estimating the singular vectors of low-rank signal matrices buried in noise in the setting where the singular vectors are assumed to be Kronecker products of unknown vectors. We propose four algorithms for estimating such singular vectors, analyze their performance and show that they asymptotically fail to estimate to latent singular vector below the same critical SNR. We corroborate our theoretical findings with numerical simulations and illustrate the improved performance on a STAP beamforming application.
Keywords :
array signal processing; matrix algebra; vectors; Kronecker structured singular vectors; STAP beamforming application; low-rank matrix estimation; singular vector estimation; Algorithm design and analysis; Arrays; Clutter; Estimation; Periodic structures; Principal component analysis; Signal to noise ratio; Kronecker products; Random Matrices; Singular Value Decomposition; Space Time Adaptive Processing;
Conference_Titel :
Acoustics, Speech and Signal Processing (ICASSP), 2015 IEEE International Conference on
Conference_Location :
South Brisbane, QLD
DOI :
10.1109/ICASSP.2015.7178677